+16.5%
MDLZ vs EMR
+60.6%
-44.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.7% | -1.5% | -0.2% | -1.6% |
| 30D | -2.1% | -5.6% | +3.5% | -1.6% |
| 3M | +1.3% | +7.9% | -6.6% | +0.3% |
| 6M | +6.2% | +6.0% | +0.2% | +5.2% |
| YTD | +15.8% | +16.4% | -0.7% | +12.9% |
| 1Y | +4.1% | +16.6% | -12.5% | +1.3% |
| 3Y | -4.1% | +62.9% | -67.0% | -13.8% |
| All | +16.5% | +60.6% | -44.1% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling