+22.2%
MDLZ vs ENTG
-3.9%
+26.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.4% | -8.8% | +0.5% |
| 7D | +0.1% | -7.6% | +7.7% | +0.2% |
| 30D | +10.0% | -15.5% | +25.4% | +10.2% |
| 3M | +7.1% | -7.8% | +14.9% | +7.0% |
| 6M | +9.8% | -5.9% | +15.7% | +9.3% |
| YTD | +26.6% | +66.7% | -40.1% | +21.6% |
| 1Y | +20.3% | +62.1% | -41.8% | +15.6% |
| 3Y | +5.4% | +56.3% | -50.8% | -1.2% |
| 5Y | +22.2% | -3.8% | +26.0% | +15.1% |
| All | +22.2% | -3.9% | +26.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling