+454.2%
MDLZ vs EFX
+956.7%
-502.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +1.4% |
| 7D | -1.7% | -8.6% | +6.9% | +0.6% |
| 30D | -2.1% | +0.1% | -2.2% | -2.3% |
| 3M | +1.3% | +3.8% | -2.5% | -0.1% |
| 6M | +6.2% | -13.5% | +19.7% | +9.5% |
| YTD | +15.8% | -17.7% | +33.5% | +20.1% |
| 1Y | +4.1% | -25.6% | +29.7% | +10.8% |
| 3Y | -4.1% | -12.1% | +8.0% | -5.8% |
| 5Y | +13.4% | -33.8% | +47.2% | +17.7% |
| 10Y | +75.7% | +45.1% | +30.6% | +35.7% |
| All | +454.2% | +956.7% | -502.4% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling