+463.0%
MDLZ vs DG
+631.4%
-168.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.2% | +5.2% | -3.0% | +1.2% |
| 30D | +10.1% | +7.9% | +2.2% | +8.6% |
| 3M | +9.1% | +12.7% | -3.6% | +6.6% |
| 6M | +10.0% | +22.4% | -12.4% | +5.7% |
| YTD | +26.8% | +5.4% | +21.4% | +24.8% |
| 1Y | +22.5% | +39.4% | -16.9% | +14.2% |
| 3Y | +5.3% | +24.1% | -18.8% | -3.4% |
| 5Y | +21.4% | -32.2% | +53.6% | +24.9% |
| 10Y | +102.0% | +111.8% | -9.8% | +66.4% |
| All | +463.0% | +631.4% | -168.4% | +284.3% |
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