+502.4%
MDLZ vs EIX
+1,121.6%
-619.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | +1.7% | +1.0% | +0.7% | +1.4% |
| 30D | +11.2% | +9.1% | +2.1% | +8.8% |
| 3M | +6.1% | -10.2% | +16.4% | +7.5% |
| 6M | +8.6% | -11.2% | +19.8% | +10.1% |
| YTD | +25.8% | +4.5% | +21.4% | +22.1% |
| 1Y | +21.7% | +10.9% | +10.8% | +16.1% |
| 3Y | +5.8% | +8.4% | -2.6% | -0.3% |
| 5Y | +21.4% | +18.0% | +3.4% | +11.1% |
| 10Y | +97.2% | +30.3% | +66.9% | +68.9% |
| All | +502.4% | +1,121.6% | -619.2% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling