+5.4%
MDLZ vs ENTG
+53.1%
-47.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.4% | -8.8% | +0.9% |
| 7D | +0.1% | -7.6% | +7.7% | -0.1% |
| 30D | +10.0% | -15.5% | +25.4% | +9.7% |
| 3M | +7.1% | -7.8% | +14.9% | +7.0% |
| 6M | +9.8% | -5.9% | +15.7% | +9.9% |
| YTD | +26.6% | +66.7% | -40.1% | +24.7% |
| 1Y | +20.3% | +62.1% | -41.8% | +18.4% |
| 3Y | +5.4% | +56.3% | -50.8% | 0.0% |
| All | +5.4% | +53.1% | -47.7% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling