+454.2%
MDLZ vs DVA
+2,932.8%
-2,478.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.7% | +1.8% | -3.6% | -2.1% |
| 30D | -2.1% | -2.5% | +0.4% | -1.7% |
| 3M | +1.3% | -4.3% | +5.6% | +1.6% |
| 6M | +6.2% | +18.9% | -12.7% | +1.5% |
| YTD | +15.8% | +61.9% | -46.2% | +3.7% |
| 1Y | +4.1% | +35.7% | -31.6% | -3.6% |
| 3Y | -4.1% | +78.6% | -82.7% | -17.8% |
| 5Y | +13.4% | +39.2% | -25.8% | -0.5% |
| 10Y | +75.7% | +184.0% | -108.3% | +26.6% |
| All | +454.2% | +2,932.8% | -2,478.6% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling