+516.3%
MDLZ vs DTE
+919.8%
-403.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +2.3% | +3.4% | -1.1% | +0.8% |
| 30D | +7.9% | +8.9% | -0.9% | +4.1% |
| 3M | +7.3% | +1.1% | +6.2% | +6.7% |
| 6M | +11.7% | +0.1% | +11.6% | +11.5% |
| YTD | +28.7% | +11.1% | +17.7% | +22.7% |
| 1Y | +22.8% | +4.9% | +17.8% | +19.9% |
| 3Y | +6.6% | +58.6% | -52.0% | -13.4% |
| 5Y | +23.2% | +47.3% | -24.1% | +2.5% |
| 10Y | +108.7% | +151.3% | -42.6% | +34.3% |
| All | +516.3% | +919.8% | -403.5% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling