+508.6%
MDLZ vs EME
+6,750.2%
-6,241.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.3% |
| 7D | -1.0% | +4.3% | -5.3% | -1.8% |
| 30D | +7.9% | -14.4% | +22.3% | +10.2% |
| 3M | +8.9% | -18.3% | +27.3% | +11.8% |
| 6M | +10.5% | -28.3% | +38.8% | +15.0% |
| YTD | +27.1% | +9.2% | +17.9% | +22.2% |
| 1Y | +20.9% | +4.3% | +16.7% | +17.1% |
| 3Y | +5.5% | +218.6% | -213.1% | -20.8% |
| 5Y | +22.2% | +421.0% | -398.8% | -18.0% |
| 10Y | +106.1% | +928.3% | -822.2% | +15.7% |
| All | +508.6% | +6,750.2% | -6,241.6% | +137.4% |
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