+5.3%
MDLZ vs DXCM
-17.0%
+22.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -1.0% | -9.2% | +8.2% | -0.8% |
| 30D | +7.9% | -6.5% | +14.4% | +8.1% |
| 3M | +8.9% | -10.3% | +19.2% | +9.1% |
| 6M | +10.5% | +35.4% | -24.9% | +10.1% |
| YTD | +27.1% | +21.1% | +6.1% | +26.8% |
| 1Y | +20.9% | +38.2% | -17.3% | +20.5% |
| All | +5.3% | -17.0% | +22.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling