+414.0%
MDLZ vs DG
+606.1%
-192.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.7% | +8.4% | -10.1% | -3.2% |
| 30D | -2.1% | +4.9% | -7.0% | -3.0% |
| 3M | +1.3% | +29.3% | -28.0% | -3.3% |
| 6M | +6.2% | -11.3% | +17.5% | +8.0% |
| YTD | +15.8% | +1.8% | +14.0% | +14.8% |
| 1Y | +4.1% | +25.3% | -21.2% | -1.1% |
| 3Y | -4.1% | +9.1% | -13.2% | -9.7% |
| 5Y | +13.4% | -34.9% | +48.2% | +17.6% |
| 10Y | +75.7% | +108.2% | -32.4% | +45.3% |
| All | +414.0% | +606.1% | -192.1% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling