+471.1%
MDLZ vs EFV
+248.5%
+222.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +2.2% | +2.1% | 0.0% | +1.2% |
| 30D | +10.1% | +3.1% | +7.1% | +8.6% |
| 3M | +9.1% | -1.3% | +10.4% | +9.7% |
| 6M | +10.0% | +6.0% | +4.0% | +6.7% |
| YTD | +26.8% | +15.8% | +11.0% | +17.7% |
| 1Y | +22.5% | +21.1% | +1.4% | +11.3% |
| 3Y | +5.3% | +91.0% | -85.7% | -23.7% |
| 5Y | +21.4% | +94.3% | -72.8% | -13.4% |
| 10Y | +102.0% | +160.4% | -58.4% | +23.4% |
| All | +471.1% | +248.5% | +222.6% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling