+104.5%
MDLZ vs EME
+910.4%
-805.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.4% | +11.3% | -11.7% | -1.4% |
| 30D | +8.2% | -14.6% | +22.8% | +9.7% |
| 3M | +8.0% | -20.4% | +28.4% | +10.1% |
| 6M | +9.7% | -28.3% | +38.0% | +13.0% |
| YTD | +26.9% | +8.6% | +18.3% | +23.0% |
| 1Y | +20.9% | +3.2% | +17.7% | +17.9% |
| 3Y | +5.3% | +216.8% | -211.4% | -20.7% |
| 5Y | +21.4% | +417.5% | -396.1% | -20.0% |
| All | +104.5% | +910.4% | -805.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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