+5.0%
MDLZ vs DVA
+105.4%
-100.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +0.4% |
| 7D | -0.4% | -10.7% | +10.3% | +0.8% |
| 30D | +8.2% | -4.4% | +12.6% | +8.6% |
| 3M | +8.0% | -4.1% | +12.1% | +8.3% |
| 6M | +9.7% | -13.2% | +22.9% | +10.8% |
| YTD | +26.9% | +53.2% | -26.3% | +18.5% |
| 1Y | +20.9% | +40.8% | -19.9% | +14.3% |
| All | +5.0% | +105.4% | -100.3% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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