+52.7%
EFA vs MDLZ
+17.7%
+35.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | +1.9% | -3.4% | -2.0% |
| 30D | -1.7% | +0.4% | -2.1% | -1.8% |
| 3M | +3.5% | -0.6% | +4.1% | +3.4% |
| 6M | +9.5% | +14.7% | -5.2% | +4.8% |
| YTD | +12.9% | +18.0% | -5.1% | +6.8% |
| 1Y | +18.2% | +4.1% | +14.1% | +16.0% |
| 3Y | +64.8% | -4.6% | +69.4% | +64.6% |
| All | +52.7% | +17.7% | +35.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling