+353.9%
MDLZ vs EMB
+132.1%
+221.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -0.3% | -1.8% | -1.9% |
| 3M | +1.3% | -0.4% | +1.7% | +1.5% |
| 6M | +6.2% | +0.1% | +6.1% | +6.0% |
| YTD | +15.8% | +1.6% | +14.2% | +14.7% |
| 1Y | +4.1% | +5.6% | -1.5% | +1.1% |
| 3Y | -4.1% | +29.8% | -33.9% | -16.7% |
| 5Y | +13.4% | +7.3% | +6.1% | +8.3% |
| 10Y | +75.7% | +30.4% | +45.3% | +53.5% |
| All | +353.9% | +132.1% | +221.8% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling