+22.2%
MDLZ vs EAT
+361.6%
-339.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | +1.7% | -2.6% | +4.3% | +1.8% |
| 30D | +11.2% | +11.5% | -0.3% | +10.5% |
| 3M | +6.1% | -9.1% | +15.2% | +6.5% |
| 6M | +8.6% | +40.4% | -31.9% | +6.3% |
| YTD | +25.8% | +43.9% | -18.1% | +22.7% |
| 1Y | +21.7% | +101.9% | -80.3% | +16.4% |
| 3Y | +5.8% | +489.9% | -484.1% | -10.4% |
| All | +22.2% | +361.6% | -339.5% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling