+21.4%
MDLZ vs EFX
-31.6%
+53.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +10.1% | +29.1% | -19.0% | +5.4% |
| 3M | +9.1% | +4.3% | +4.8% | +8.0% |
| 6M | +10.0% | +7.7% | +2.2% | +8.1% |
| YTD | +26.8% | -12.5% | +39.3% | +28.1% |
| 1Y | +22.5% | -8.8% | +31.3% | +22.9% |
| 3Y | +5.3% | +4.3% | +0.9% | +1.1% |
| 5Y | +21.4% | -29.4% | +50.8% | +20.4% |
| All | +21.4% | -31.6% | +53.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling