+81.7%
MDLZ vs IDXX
+360.5%
-278.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.9% | -5.7% | +7.6% | +3.1% |
| 30D | +0.4% | -11.5% | +12.0% | +2.9% |
| 3M | -0.6% | -9.5% | +8.9% | +1.3% |
| 6M | +14.7% | -16.0% | +30.7% | +18.3% |
| YTD | +18.0% | -25.4% | +43.4% | +24.3% |
| 1Y | +4.1% | -21.8% | +25.9% | +8.2% |
| 3Y | -4.6% | +7.0% | -11.6% | -10.3% |
| 5Y | +18.4% | -26.0% | +44.3% | +20.0% |
| All | +81.7% | +360.5% | -278.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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