+516.3%
MDLZ vs DUK
+456.2%
+60.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | +2.3% | +1.9% | +0.4% | +1.6% |
| 30D | +7.9% | +8.9% | -0.9% | +4.8% |
| 3M | +7.3% | +5.6% | +1.7% | +5.2% |
| 6M | +11.7% | +7.0% | +4.7% | +9.1% |
| YTD | +28.7% | +14.0% | +14.7% | +23.0% |
| 1Y | +22.8% | +9.1% | +13.7% | +19.1% |
| 3Y | +6.6% | +67.6% | -61.0% | -11.0% |
| 5Y | +23.2% | +56.6% | -33.4% | +4.8% |
| 10Y | +108.7% | +159.8% | -51.1% | +51.4% |
| All | +516.3% | +456.2% | +60.1% | +262.2% |
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