+464.6%
MDLZ vs IDXX
+6,887.5%
-6,422.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | 0.0% | -4.4% | +4.4% | +0.9% |
| 30D | +1.4% | -13.5% | +15.0% | +4.4% |
| 3M | 0.0% | -11.0% | +11.0% | +2.2% |
| 6M | +9.1% | -15.6% | +24.8% | +12.5% |
| YTD | +17.9% | -23.9% | +41.8% | +23.9% |
| 1Y | +3.2% | -21.4% | +24.6% | +7.3% |
| 3Y | -2.5% | +10.6% | -13.1% | -8.3% |
| 5Y | +17.6% | -23.9% | +41.4% | +17.0% |
| 10Y | +87.9% | +368.4% | -280.5% | +21.4% |
| All | +464.6% | +6,887.5% | -6,422.9% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling