+454.2%
MDLZ vs EIX
+1,049.2%
-594.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.7% | -19.1% | +17.4% | +2.5% |
| 30D | -2.1% | -16.9% | +14.8% | +1.3% |
| 3M | +1.3% | -20.0% | +21.3% | +5.8% |
| 6M | +6.2% | -21.3% | +27.5% | +11.2% |
| YTD | +15.8% | -1.7% | +17.5% | +14.2% |
| 1Y | +4.1% | +9.6% | -5.4% | -0.4% |
| 3Y | -4.1% | -3.7% | -0.4% | -6.7% |
| 5Y | +13.4% | +22.6% | -9.3% | +2.7% |
| 10Y | +75.7% | +17.7% | +58.1% | +54.5% |
| All | +454.2% | +1,049.2% | -594.9% | +261.4% |
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 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