+81.8%
MDLZ vs EFV
+167.0%
-85.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.7% | -2.0% | +3.7% | +2.8% |
| 30D | +1.1% | -0.2% | +1.3% | +1.2% |
| 3M | -1.8% | +9.1% | -11.0% | -6.7% |
| 6M | +12.3% | +11.7% | +0.6% | +5.2% |
| YTD | +18.0% | +17.0% | +1.0% | +7.5% |
| 1Y | +3.8% | +26.7% | -22.9% | -9.6% |
| 3Y | -2.4% | +90.2% | -92.6% | -33.7% |
| 5Y | +18.4% | +96.1% | -77.7% | -21.9% |
| All | +81.8% | +167.0% | -85.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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