+81.7%
MDLZ vs DGX
+255.3%
-173.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +0.4% | -1.2% | +1.6% | +0.8% |
| 3M | -0.6% | +15.8% | -16.4% | -5.3% |
| 6M | +14.7% | +18.2% | -3.5% | +8.4% |
| YTD | +18.0% | +37.2% | -19.2% | +6.0% |
| 1Y | +4.1% | +30.4% | -26.2% | -5.0% |
| 3Y | -4.6% | +96.7% | -101.3% | -24.7% |
| 5Y | +18.4% | +67.2% | -48.8% | -2.8% |
| All | +81.7% | +255.3% | -173.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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