+92.2%
MDLZ vs DXCM
+421.6%
-329.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +0.1% | -4.4% | +4.4% | +0.4% |
| 30D | +10.0% | -3.6% | +13.6% | +10.2% |
| 3M | +7.1% | -4.3% | +11.4% | +7.3% |
| 6M | +9.8% | +33.8% | -23.9% | +7.3% |
| YTD | +26.6% | +22.1% | +4.5% | +24.3% |
| 1Y | +20.3% | +47.4% | -27.1% | +16.5% |
| 3Y | +5.4% | -12.3% | +17.7% | +3.4% |
| 5Y | +22.2% | -49.1% | +71.3% | +22.9% |
| 10Y | +92.2% | +423.1% | -331.0% | +78.0% |
| All | +92.2% | +421.6% | -329.4% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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