+81.7%
MDLZ vs DUK
+129.4%
-47.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | +0.4% | -2.4% | +2.9% | +1.7% |
| 3M | -0.6% | -3.0% | +2.4% | +1.0% |
| 6M | +14.7% | -6.6% | +21.3% | +18.8% |
| YTD | +18.0% | +4.6% | +13.4% | +15.1% |
| 1Y | +4.1% | +1.2% | +2.9% | +3.3% |
| 3Y | -4.6% | +45.7% | -50.2% | -23.0% |
| 5Y | +18.4% | +40.3% | -21.9% | -3.6% |
| All | +81.7% | +129.4% | -47.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 10y: compounded portfolio wealth divided by compounded DUK 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…
10y analysis · Full analysis span regression · 6 months rolling