+15.0%
MDLZ vs EFX
-33.0%
+48.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.8% |
| 7D | -1.7% | -8.6% | +6.9% | -0.3% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +1.3% | +3.8% | -2.5% | +0.5% |
| 6M | +6.2% | -13.5% | +19.7% | +8.1% |
| YTD | +15.8% | -17.7% | +33.5% | +18.4% |
| 1Y | +4.1% | -25.6% | +29.7% | +8.1% |
| 3Y | -4.1% | -12.1% | +8.0% | -4.8% |
| All | +15.0% | -33.0% | +48.0% | +15.6% |
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