+90.0%
MDLZ vs ECL
+199.1%
-109.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +1.7% | -0.8% | +2.4% | +2.0% |
| 30D | +11.2% | +8.1% | +3.1% | +7.8% |
| 3M | +6.1% | +6.4% | -0.2% | +3.5% |
| 6M | +8.6% | +14.8% | -6.2% | +2.6% |
| YTD | +25.8% | +15.5% | +10.4% | +18.2% |
| 1Y | +21.7% | +20.1% | +1.6% | +12.4% |
| 3Y | +5.8% | +77.8% | -71.9% | -18.0% |
| 5Y | +21.4% | +37.9% | -16.5% | +3.1% |
| All | +90.0% | +199.1% | -109.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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