+464.6%
MDLZ vs EME
+7,645.5%
-7,181.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | 0.0% | +2.7% | -2.8% | -0.5% |
| 30D | +1.4% | -6.8% | +8.2% | +2.5% |
| 3M | 0.0% | -8.8% | +8.9% | +0.6% |
| 6M | +9.1% | +5.0% | +4.2% | +6.8% |
| YTD | +17.9% | +23.5% | -5.5% | +11.7% |
| 1Y | +3.2% | +21.3% | -18.1% | -2.7% |
| 3Y | -2.5% | +241.1% | -243.5% | -27.2% |
| 5Y | +17.6% | +549.2% | -531.6% | -23.9% |
| 10Y | +87.9% | +1,306.4% | -1,218.5% | 0.0% |
| All | +464.6% | +7,645.5% | -7,181.0% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling