+18.3%
MDLZ vs EFV
+94.7%
-76.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +1.4% | 0.0% | +1.4% | +1.4% |
| 3M | 0.0% | +8.4% | -8.4% | -3.5% |
| 6M | +9.1% | +12.3% | -3.2% | +3.5% |
| YTD | +17.9% | +17.4% | +0.5% | +9.6% |
| 1Y | +3.2% | +27.1% | -23.9% | -7.4% |
| 3Y | -2.5% | +90.7% | -93.2% | -28.2% |
| All | +18.3% | +94.7% | -76.3% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling