+1,678.3%
EWY vs MDLZ
+460.1%
+1,218.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +17.0% | +1.4% | +15.5% | +16.0% |
| 3M | +3.7% | 0.0% | +3.6% | +1.6% |
| 6M | +42.5% | +9.1% | +33.3% | +33.1% |
| YTD | +96.2% | +17.9% | +78.3% | +75.8% |
| 1Y | +160.4% | +3.2% | +157.1% | +148.5% |
| 3Y | +231.7% | -2.5% | +234.2% | +217.8% |
| 5Y | +153.3% | +17.6% | +135.7% | +116.0% |
| 10Y | +308.8% | +87.9% | +220.9% | +160.5% |
| All | +1,678.3% | +460.1% | +1,218.2% | +475.7% |
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