+92.2%
MDLZ vs ED
+132.0%
-39.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +10.0% | +11.6% | -1.6% | +4.2% |
| 3M | +7.1% | +10.5% | -3.5% | +1.8% |
| 6M | +9.8% | +13.2% | -3.4% | +3.3% |
| YTD | +26.6% | +22.1% | +4.5% | +14.6% |
| 1Y | +20.3% | +24.2% | -3.8% | +7.9% |
| 3Y | +5.4% | +46.9% | -41.5% | -13.9% |
| 5Y | +22.2% | +80.8% | -58.6% | -11.0% |
| 10Y | +92.2% | +134.3% | -42.1% | +16.2% |
| All | +92.2% | +132.0% | -39.9% | +16.2% |
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