+62.4%
EWY vs MDLZ
+22.7%
+39.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | 0.0% |
| 7D | -8.3% | +8.9% | -17.2% | -3.7% |
| 30D | -20.5% | +15.2% | -35.7% | -14.2% |
| 3M | -11.1% | +9.5% | -20.6% | -6.0% |
| 6M | -7.0% | +11.7% | -18.7% | -0.2% |
| YTD | +56.5% | +28.4% | +28.0% | +66.8% |
| 1Y | +62.4% | +24.4% | +38.0% | +71.2% |
| All | +62.4% | +22.7% | +39.8% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling