+79.0%
MDLZ vs DG
+105.6%
-26.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.3% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | -1.6% | +1.0% | -2.6% | -1.8% |
| 3M | +0.9% | +20.3% | -19.4% | -2.7% |
| 6M | +7.3% | -11.7% | +19.1% | +9.3% |
| YTD | +16.4% | -2.3% | +18.8% | +16.3% |
| 1Y | +3.0% | +20.0% | -17.0% | -1.7% |
| 3Y | -3.7% | +7.2% | -11.0% | -9.7% |
| 5Y | +15.6% | -37.9% | +53.5% | +23.7% |
| 10Y | +79.0% | +107.3% | -28.3% | +40.4% |
| All | +79.0% | +105.6% | -26.7% | +40.4% |
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