+90.9%
MDLZ vs EAT
+382.1%
-291.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | +1.7% | -2.6% | +4.3% | +1.9% |
| 30D | +11.2% | +11.5% | -0.3% | +10.2% |
| 3M | +6.1% | -9.1% | +15.2% | +6.6% |
| 6M | +8.6% | +40.4% | -31.9% | +5.4% |
| YTD | +25.8% | +43.9% | -18.1% | +21.6% |
| 1Y | +21.7% | +101.9% | -80.3% | +14.5% |
| 3Y | +5.8% | +489.9% | -484.1% | -11.1% |
| 5Y | +21.4% | +362.6% | -341.2% | +1.9% |
| All | +90.9% | +382.1% | -291.1% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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