+502.4%
MDLZ vs EMR
+860.2%
-357.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.7% | -1.6% | +3.2% | +2.1% |
| 30D | +11.2% | +2.0% | +9.2% | +10.5% |
| 3M | +6.1% | +3.8% | +2.3% | +4.8% |
| 6M | +8.6% | +10.5% | -2.0% | +4.9% |
| YTD | +25.8% | +23.7% | +2.1% | +17.1% |
| 1Y | +21.7% | +25.4% | -3.7% | +12.6% |
| 3Y | +5.8% | +86.6% | -80.8% | -14.9% |
| 5Y | +21.4% | +83.0% | -61.6% | -3.0% |
| 10Y | +97.2% | +319.5% | -222.3% | +17.0% |
| All | +502.4% | +860.2% | -357.8% | +168.0% |
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 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