+106.1%
MDLZ vs ED
+141.1%
-35.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +7.9% | +11.2% | -3.2% | +2.5% |
| 3M | +8.9% | +11.8% | -2.9% | +3.1% |
| 6M | +10.5% | +14.1% | -3.6% | +3.6% |
| YTD | +27.1% | +23.0% | +4.2% | +14.7% |
| 1Y | +20.9% | +23.7% | -2.7% | +8.7% |
| 3Y | +5.5% | +47.7% | -42.2% | -14.0% |
| 5Y | +22.2% | +82.6% | -60.4% | -11.3% |
| 10Y | +106.1% | +141.8% | -35.6% | +24.6% |
| All | +106.1% | +141.1% | -35.0% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling