+16.5%
MDLZ vs DT
-27.0%
+43.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -1.7% | -3.3% | +1.6% | -1.6% |
| 30D | -2.1% | +2.0% | -4.2% | -2.2% |
| 3M | +1.3% | +20.0% | -18.7% | +0.7% |
| 6M | +6.2% | +39.3% | -33.1% | +5.0% |
| YTD | +15.8% | +19.8% | -4.0% | +15.1% |
| 1Y | +4.1% | +4.3% | -0.2% | +4.2% |
| 3Y | -4.1% | +7.7% | -11.8% | -4.8% |
| All | +16.5% | -27.0% | +43.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling