+454.2%
MDLZ vs DUK
+413.3%
+41.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -1.7% | -0.4% | -1.6% |
| 3M | +1.3% | -0.4% | +1.8% | +1.5% |
| 6M | +6.2% | -7.2% | +13.4% | +9.0% |
| YTD | +15.8% | +5.3% | +10.5% | +13.7% |
| 1Y | +4.1% | +3.0% | +1.2% | +3.0% |
| 3Y | -4.1% | +53.1% | -57.2% | -17.5% |
| 5Y | +13.4% | +37.9% | -24.6% | +0.6% |
| 10Y | +75.7% | +124.8% | -49.1% | +33.4% |
| All | +454.2% | +413.3% | +41.0% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling