-3.7%
MDLZ vs EFV
+92.7%
-96.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | 0.0% | +1.0% | -0.9% | -0.3% |
| 30D | -1.6% | +0.2% | -1.7% | -1.6% |
| 3M | +0.9% | +9.6% | -8.7% | -2.2% |
| 6M | +7.3% | +14.0% | -6.7% | +2.4% |
| YTD | +16.4% | +18.5% | -2.0% | +9.5% |
| 1Y | +3.0% | +27.9% | -24.9% | -5.9% |
| 3Y | -3.7% | +92.4% | -96.2% | -24.5% |
| All | -3.7% | +92.7% | -96.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling