+851.2%
EEM vs MDLZ
+502.1%
+349.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +5.1% | +1.4% | +3.6% | +4.1% |
| 3M | +4.6% | 0.0% | +4.6% | +3.1% |
| 6M | +17.8% | +9.1% | +8.6% | +10.0% |
| YTD | +25.8% | +17.9% | +7.9% | +11.9% |
| 1Y | +36.4% | +3.2% | +33.2% | +30.3% |
| 3Y | +90.0% | -2.5% | +92.5% | +81.7% |
| 5Y | +46.6% | +17.6% | +29.0% | +21.7% |
| 10Y | +132.3% | +87.9% | +44.3% | +33.0% |
| All | +851.2% | +502.1% | +349.1% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling