+24.4%
MDLZ vs ED
+27.1%
-2.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +1.7% |
| 7D | +8.9% | +5.4% | +3.5% | +5.7% |
| 30D | +15.2% | +16.4% | -1.2% | +6.1% |
| 3M | +9.5% | +11.9% | -2.4% | +2.8% |
| 6M | +11.7% | +11.6% | +0.1% | +5.3% |
| YTD | +28.4% | +24.1% | +4.3% | +17.6% |
| 1Y | +24.4% | +26.9% | -2.5% | +13.4% |
| All | +24.4% | +27.1% | -2.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling