+104.5%
MDLZ vs EAT
+319.3%
-214.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.1% |
| 7D | -0.4% | -7.1% | +6.7% | +0.1% |
| 30D | +8.2% | -2.3% | +10.6% | +8.3% |
| 3M | +8.0% | -19.6% | +27.6% | +9.5% |
| 6M | +9.7% | +46.0% | -36.3% | +6.2% |
| YTD | +26.9% | +37.7% | -10.8% | +22.9% |
| 1Y | +20.9% | +73.8% | -52.9% | +15.0% |
| 3Y | +5.3% | +482.1% | -476.7% | -11.6% |
| 5Y | +21.4% | +362.5% | -341.1% | +1.7% |
| All | +104.5% | +319.3% | -214.7% | +50.7% |
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