+106.1%
MDLZ vs ENB
+102.5%
+3.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.4% |
| 30D | +7.9% | +2.0% | +5.9% | +7.2% |
| 3M | +8.9% | -5.8% | +14.7% | +11.0% |
| 6M | +10.5% | -9.7% | +20.2% | +14.1% |
| YTD | +27.1% | +4.2% | +22.9% | +25.0% |
| 1Y | +20.9% | +3.2% | +17.7% | +19.2% |
| 3Y | +5.5% | +70.6% | -65.1% | -12.7% |
| 5Y | +22.2% | +55.1% | -32.9% | +3.3% |
| 10Y | +106.1% | +107.6% | -1.5% | +47.7% |
| All | +106.1% | +102.5% | +3.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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