+18.4%
MDLZ vs DGX
+59.5%
-41.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +1.7% | -3.5% | +5.1% | +2.7% |
| 30D | +1.1% | -2.7% | +3.8% | +1.9% |
| 3M | -1.8% | +13.9% | -15.7% | -5.6% |
| 6M | +12.3% | +16.0% | -3.7% | +7.3% |
| YTD | +18.0% | +34.9% | -16.9% | +7.6% |
| 1Y | +3.8% | +30.6% | -26.8% | -4.6% |
| 3Y | -2.4% | +93.0% | -95.4% | -20.9% |
| 5Y | +18.4% | +64.4% | -46.0% | +0.2% |
| All | +18.4% | +59.5% | -41.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling