+81.6%
MDLZ vs EOG
+120.6%
-38.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | +1.4% | +3.4% | -1.9% | +1.1% |
| 3M | 0.0% | +7.8% | -7.8% | -0.9% |
| 6M | +9.1% | +13.4% | -4.2% | +7.4% |
| YTD | +17.9% | +43.5% | -25.5% | +13.0% |
| 1Y | +3.2% | +29.7% | -26.4% | -0.1% |
| 3Y | -2.5% | +23.2% | -25.7% | -5.9% |
| 5Y | +17.6% | +176.4% | -158.8% | +0.7% |
| All | +81.6% | +120.6% | -38.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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