+397.8%
MDLZ vs DXCM
+2,810.6%
-2,412.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -1.7% | -3.2% | +1.5% | -1.5% |
| 30D | -2.1% | +6.3% | -8.4% | -2.6% |
| 3M | +1.3% | +21.1% | -19.8% | -0.4% |
| 6M | +6.2% | +20.6% | -14.4% | +4.2% |
| YTD | +15.8% | +32.4% | -16.7% | +12.7% |
| 1Y | +4.1% | +8.8% | -4.7% | +2.7% |
| 3Y | -4.1% | -13.7% | +9.6% | -6.0% |
| 5Y | +13.4% | -35.2% | +48.5% | +12.0% |
| 10Y | +75.7% | +281.8% | -206.1% | +43.6% |
| All | +397.8% | +2,810.6% | -2,412.8% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling