+79.0%
MDLZ vs ENTG
+761.6%
-682.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | 0.0% | +8.9% | -8.9% | -0.7% |
| 30D | -1.6% | -7.2% | +5.7% | -1.1% |
| 3M | +0.9% | +6.4% | -5.5% | -1.2% |
| 6M | +7.3% | +25.7% | -18.3% | +2.6% |
| YTD | +16.4% | +67.9% | -51.4% | +7.0% |
| 1Y | +3.0% | +72.4% | -69.4% | -6.4% |
| 3Y | -3.7% | +48.4% | -52.2% | -14.1% |
| 5Y | +15.6% | +20.1% | -4.4% | +2.1% |
| 10Y | +79.0% | +768.1% | -689.2% | +7.1% |
| All | +79.0% | +761.6% | -682.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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