+516.3%
MDLZ vs EBAY
+1,931.1%
-1,414.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +7.9% | +3.5% | +4.5% | +7.3% |
| 3M | +7.3% | +16.0% | -8.7% | +4.6% |
| 6M | +11.7% | +7.6% | +4.1% | +10.0% |
| YTD | +28.7% | +40.1% | -11.4% | +20.9% |
| 1Y | +22.8% | +45.0% | -22.3% | +14.5% |
| 3Y | +6.6% | +228.1% | -221.5% | -14.9% |
| 5Y | +23.2% | +78.6% | -55.5% | +7.3% |
| 10Y | +108.7% | +378.8% | -270.1% | +50.8% |
| All | +516.3% | +1,931.1% | -1,414.9% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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