+454.2%
MDLZ vs EBAY
+1,637.0%
-1,182.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -1.7% | -2.1% | +0.4% | -1.4% |
| 30D | -2.1% | -6.7% | +4.6% | -1.0% |
| 3M | +1.3% | -5.0% | +6.3% | +2.0% |
| 6M | +6.2% | +14.6% | -8.4% | +3.4% |
| YTD | +15.8% | +19.8% | -4.0% | +11.6% |
| 1Y | +4.1% | +12.6% | -8.5% | +1.0% |
| 3Y | -4.1% | +141.0% | -145.1% | -19.4% |
| 5Y | +13.4% | +47.5% | -34.2% | +1.8% |
| 10Y | +75.7% | +263.3% | -187.5% | +32.6% |
| All | +454.2% | +1,637.0% | -1,182.8% | +225.3% |
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