+3.0%
MDLZ vs EIX
+15.0%
-12.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | 0.0% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -1.6% | -13.5% | +12.0% | -0.4% |
| 3M | +0.9% | -15.3% | +16.1% | +2.6% |
| 6M | +7.3% | -15.3% | +22.7% | +9.3% |
| YTD | +16.4% | +2.7% | +13.7% | +11.8% |
| 1Y | +3.0% | +17.4% | -14.5% | -5.4% |
| All | +3.0% | +15.0% | -12.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling