+454.2%
MDLZ vs EAT
+2,040.9%
-1,586.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | +1.9% | -4.0% | -2.4% |
| 3M | +1.3% | +68.7% | -67.3% | -4.2% |
| 6M | +6.2% | +66.9% | -60.7% | +0.1% |
| YTD | +15.8% | +60.4% | -44.6% | +9.4% |
| 1Y | +4.1% | +44.0% | -39.9% | -0.9% |
| 3Y | -4.1% | +604.7% | -608.8% | -25.2% |
| 5Y | +13.4% | +347.0% | -333.7% | -9.6% |
| 10Y | +75.7% | +390.8% | -315.0% | +26.3% |
| All | +454.2% | +2,040.9% | -1,586.6% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling