+4.1%
MDLZ vs DTE
+3.0%
+1.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -2.1% | -2.6% | +0.5% | -1.0% |
| 3M | +1.3% | -3.9% | +5.2% | +3.5% |
| 6M | +6.2% | -7.9% | +14.1% | +10.3% |
| YTD | +15.8% | +7.2% | +8.6% | +12.0% |
| 1Y | +4.1% | +3.1% | +1.0% | +4.3% |
| All | +4.1% | +3.0% | +1.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling