+142.8%
EFA vs MDLZ
+86.5%
+56.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | +1.9% | -3.4% | -2.2% |
| 30D | -1.7% | +0.4% | -2.1% | -1.9% |
| 3M | +3.5% | -0.6% | +4.1% | +3.2% |
| 6M | +9.5% | +14.7% | -5.2% | +3.1% |
| YTD | +12.9% | +18.0% | -5.1% | +4.7% |
| 1Y | +18.2% | +4.1% | +14.1% | +15.0% |
| 3Y | +64.8% | -4.6% | +69.4% | +63.4% |
| 5Y | +53.9% | +18.4% | +35.5% | +36.6% |
| All | +142.8% | +86.5% | +56.2% | +85.3% |
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 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