+87.9%
MDLZ vs EFX
+38.5%
+49.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.7% |
| 7D | 0.0% | -9.4% | +9.3% | +2.1% |
| 30D | +1.4% | -6.9% | +8.3% | +2.9% |
| 3M | 0.0% | +0.1% | -0.1% | -0.4% |
| 6M | +9.1% | -17.3% | +26.5% | +13.1% |
| YTD | +17.9% | -21.8% | +39.8% | +23.1% |
| 1Y | +3.2% | -32.5% | +35.8% | +11.2% |
| 3Y | -2.5% | -12.3% | +9.9% | -4.1% |
| 5Y | +17.6% | -36.6% | +54.2% | +22.9% |
| 10Y | +87.9% | +41.0% | +46.9% | +46.4% |
| All | +87.9% | +38.5% | +49.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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