+128.5%
EEM vs MDLZ
+86.5%
+42.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.3% | +1.9% | -3.1% | -1.8% |
| 30D | +2.1% | +0.4% | +1.7% | +1.8% |
| 3M | +1.0% | -0.6% | +1.7% | +0.6% |
| 6M | +15.9% | +14.7% | +1.2% | +9.3% |
| YTD | +24.6% | +18.0% | +6.7% | +15.9% |
| 1Y | +32.3% | +4.1% | +28.2% | +28.5% |
| 3Y | +85.9% | -4.6% | +90.5% | +83.7% |
| 5Y | +45.4% | +18.4% | +27.0% | +28.0% |
| All | +128.5% | +86.5% | +42.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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