-4.6%
MDLZ vs DTE
+47.2%
-51.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | 0.0% | 0.0% | -0.1% | -0.1% |
| 30D | +1.4% | -0.5% | +2.0% | +1.6% |
| 3M | 0.0% | -6.0% | +6.1% | +2.9% |
| 6M | +9.1% | -7.2% | +16.4% | +12.7% |
| YTD | +17.9% | +7.2% | +10.8% | +14.1% |
| 1Y | +3.2% | +4.1% | -0.8% | +1.1% |
| All | -4.6% | +47.2% | -51.8% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling