+92.2%
MDLZ vs DG
+128.5%
-36.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +10.0% | +7.4% | +2.6% | +8.4% |
| 3M | +7.1% | +8.5% | -1.5% | +5.2% |
| 6M | +9.8% | +21.9% | -12.1% | +5.4% |
| YTD | +26.6% | +4.9% | +21.7% | +24.6% |
| 1Y | +20.3% | +40.4% | -20.1% | +11.5% |
| 3Y | +5.4% | +23.5% | -18.1% | -4.2% |
| 5Y | +22.2% | -32.3% | +54.5% | +28.2% |
| 10Y | +92.2% | +119.3% | -27.2% | +49.7% |
| All | +92.2% | +128.5% | -36.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling