+190.4%
ETN vs MDLZ
+17.7%
+172.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | +1.9% | +1.6% | +3.4% |
| 30D | -7.5% | +0.4% | -7.9% | -7.6% |
| 3M | +8.3% | -0.6% | +9.0% | +8.3% |
| 6M | +20.2% | +14.7% | +5.5% | +16.3% |
| YTD | +34.7% | +18.0% | +16.7% | +29.2% |
| 1Y | +19.4% | +4.1% | +15.3% | +17.8% |
| 3Y | +85.5% | -4.6% | +90.1% | +85.6% |
| All | +190.4% | +17.7% | +172.8% | +143.0% |
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