+90.0%
MDLZ vs EMB
+28.9%
+61.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | +11.2% | +1.3% | +9.9% | +10.2% |
| 3M | +6.1% | -2.2% | +8.4% | +7.9% |
| 6M | +8.6% | -2.3% | +10.9% | +10.4% |
| YTD | +25.8% | -0.6% | +26.5% | +26.2% |
| 1Y | +21.7% | +0.5% | +21.2% | +21.1% |
| 3Y | +5.8% | +29.4% | -23.6% | -13.4% |
| 5Y | +21.4% | +6.5% | +14.9% | +17.0% |
| All | +90.0% | +28.9% | +61.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling