+454.2%
MDLZ vs ENTG
+928.5%
-474.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -0.8% |
| 7D | -1.7% | +2.8% | -4.6% | -2.0% |
| 30D | -2.1% | -4.7% | +2.6% | -1.9% |
| 3M | +1.3% | -0.7% | +2.0% | 0.0% |
| 6M | +6.2% | +7.7% | -1.5% | +3.6% |
| YTD | +15.8% | +65.1% | -49.3% | +8.1% |
| 1Y | +4.1% | +74.8% | -70.7% | -3.8% |
| 3Y | -4.1% | +36.9% | -41.0% | -11.5% |
| 5Y | +13.4% | +16.1% | -2.8% | +3.6% |
| 10Y | +75.7% | +740.3% | -664.6% | +30.0% |
| All | +454.2% | +928.5% | -474.3% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling