+16.5%
MDLZ vs DXCM
-35.5%
+52.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -1.7% | -3.2% | +1.5% | -1.5% |
| 30D | -2.1% | +6.3% | -8.4% | -2.5% |
| 3M | +1.3% | +21.1% | -19.8% | 0.0% |
| 6M | +6.2% | +20.6% | -14.4% | +4.7% |
| YTD | +15.8% | +32.4% | -16.7% | +13.4% |
| 1Y | +4.1% | +8.8% | -4.7% | +3.1% |
| 3Y | -4.1% | -13.7% | +9.6% | -6.0% |
| All | +16.5% | -35.5% | +52.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling