+507.3%
MDLZ vs DVA
+2,769.3%
-2,262.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +0.7% |
| 7D | -0.4% | -10.7% | +10.3% | +1.6% |
| 30D | +8.2% | -4.4% | +12.6% | +8.9% |
| 3M | +8.0% | -4.1% | +12.1% | +8.5% |
| 6M | +9.7% | -13.2% | +22.9% | +11.7% |
| YTD | +26.9% | +53.2% | -26.3% | +14.4% |
| 1Y | +20.9% | +40.8% | -19.9% | +10.8% |
| 3Y | +5.3% | +109.7% | -104.4% | -12.4% |
| 5Y | +21.4% | +64.5% | -43.1% | +2.5% |
| 10Y | +105.7% | +192.4% | -86.7% | +46.7% |
| All | +507.3% | +2,769.3% | -2,262.0% | +186.8% |
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