+516.3%
MDLZ vs DGX
+1,053.5%
-537.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +1.6% | +0.7% | +1.9% |
| 30D | +7.9% | +11.2% | -3.3% | +5.0% |
| 3M | +7.3% | +10.4% | -3.1% | +4.4% |
| 6M | +11.7% | +37.1% | -25.4% | +2.6% |
| YTD | +28.7% | +52.1% | -23.4% | +14.7% |
| 1Y | +22.8% | +40.7% | -18.0% | +11.6% |
| 3Y | +6.6% | +107.6% | -101.0% | -13.1% |
| 5Y | +23.2% | +90.6% | -67.4% | +1.7% |
| 10Y | +108.7% | +287.9% | -179.2% | +40.8% |
| All | +516.3% | +1,053.5% | -537.2% | +222.5% |
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