+457.4%
MDLZ vs DGX
+942.5%
-485.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -1.6% | -1.2% | -0.4% | -1.3% |
| 3M | +0.9% | +19.9% | -19.0% | -3.9% |
| 6M | +7.3% | +19.2% | -11.9% | +2.2% |
| YTD | +16.4% | +37.5% | -21.0% | +6.7% |
| 1Y | +3.0% | +31.3% | -28.3% | -4.7% |
| 3Y | -3.7% | +96.6% | -100.4% | -20.3% |
| 5Y | +15.6% | +64.3% | -48.6% | -0.7% |
| 10Y | +79.0% | +241.1% | -162.2% | +24.9% |
| All | +457.4% | +942.5% | -485.1% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling