+79.0%
MDLZ vs EMR
+268.7%
-189.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | 0.0% | +3.1% | -3.0% | -0.6% |
| 30D | -1.6% | -3.5% | +2.0% | -0.9% |
| 3M | +0.9% | +9.8% | -8.9% | -1.5% |
| 6M | +7.3% | +10.8% | -3.4% | +4.2% |
| YTD | +16.4% | +15.9% | +0.5% | +11.3% |
| 1Y | +3.0% | +16.4% | -13.5% | -2.0% |
| 3Y | -3.7% | +62.1% | -65.8% | -17.9% |
| 5Y | +15.6% | +62.9% | -47.3% | -2.9% |
| 10Y | +79.0% | +267.8% | -188.8% | +14.0% |
| All | +79.0% | +268.7% | -189.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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