+81.6%
MDLZ vs EME
+1,312.7%
-1,231.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | 0.0% | +2.7% | -2.8% | -0.3% |
| 30D | +1.4% | -6.8% | +8.2% | +2.1% |
| 3M | 0.0% | -8.8% | +8.9% | +0.5% |
| 6M | +9.1% | +5.0% | +4.2% | +7.5% |
| YTD | +17.9% | +23.5% | -5.5% | +13.3% |
| 1Y | +3.2% | +21.3% | -18.1% | -1.3% |
| 3Y | -2.5% | +241.1% | -243.5% | -26.0% |
| 5Y | +17.6% | +549.2% | -531.6% | -24.3% |
| All | +81.6% | +1,312.7% | -1,231.1% | -1.8% |
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