-4.3%
MDLZ vs DG
+15.0%
-19.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.7% | +8.4% | -10.1% | -2.5% |
| 30D | -2.1% | +4.9% | -7.0% | -2.6% |
| 3M | +1.3% | +29.3% | -28.0% | -0.8% |
| 6M | +6.2% | -11.3% | +17.5% | +6.8% |
| YTD | +15.8% | +1.8% | +14.0% | +15.4% |
| 1Y | +4.1% | +25.3% | -21.2% | +2.0% |
| All | -4.3% | +15.0% | -19.2% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling