+15.6%
MDLZ vs EME
+565.5%
-549.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | 0.0% | +5.2% | -5.1% | +0.1% |
| 30D | -1.6% | -5.4% | +3.8% | -1.6% |
| 3M | +0.9% | -6.1% | +7.0% | +1.1% |
| 6M | +7.3% | +9.7% | -2.3% | +7.1% |
| YTD | +16.4% | +26.6% | -10.1% | +15.6% |
| 1Y | +3.0% | +24.6% | -21.7% | +2.0% |
| 3Y | -3.7% | +249.6% | -253.3% | -18.1% |
| 5Y | +15.6% | +556.6% | -540.9% | -17.5% |
| All | +15.6% | +565.5% | -549.9% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling