+508.6%
MDLZ vs EMR
+888.1%
-379.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | +7.9% | +2.8% | +5.1% | +7.0% |
| 3M | +8.9% | +2.0% | +6.9% | +8.1% |
| 6M | +10.5% | +20.7% | -10.2% | +4.3% |
| YTD | +27.1% | +27.3% | -0.2% | +17.4% |
| 1Y | +20.9% | +31.0% | -10.1% | +10.7% |
| 3Y | +5.5% | +103.6% | -98.1% | -17.1% |
| 5Y | +22.2% | +88.6% | -66.3% | -3.1% |
| 10Y | +106.1% | +280.6% | -174.5% | +26.1% |
| All | +508.6% | +888.1% | -379.5% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling