+464.7%
MDLZ vs DVN
+192.1%
+272.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +1.9% | +4.5% | -2.6% | +1.4% |
| 30D | +0.4% | +12.0% | -11.6% | -0.9% |
| 3M | -0.6% | +13.4% | -14.0% | -2.2% |
| 6M | +14.7% | +12.1% | +2.6% | +12.8% |
| YTD | +18.0% | +38.8% | -20.8% | +13.0% |
| 1Y | +4.1% | +46.0% | -41.9% | -1.1% |
| 3Y | -4.6% | +9.5% | -14.1% | -7.5% |
| 5Y | +18.4% | +125.3% | -106.9% | +1.4% |
| 10Y | +88.0% | +66.6% | +21.4% | +50.6% |
| All | +464.7% | +192.1% | +272.7% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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