-3.7%
MDLZ vs EFX
-12.5%
+8.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.0% |
| 7D | 0.0% | -7.8% | +7.9% | +1.2% |
| 30D | -1.6% | -5.7% | +4.2% | -0.8% |
| 3M | +0.9% | +2.5% | -1.6% | +0.4% |
| 6M | +7.3% | -16.7% | +24.0% | +9.5% |
| YTD | +16.4% | -20.2% | +36.6% | +19.2% |
| 1Y | +3.0% | -31.4% | +34.3% | +7.5% |
| 3Y | -3.7% | -10.5% | +6.8% | -3.7% |
| All | -3.7% | -12.5% | +8.8% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling