+22.8%
MDLZ vs EOG
+49.4%
-26.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +1.3% |
| 7D | +2.3% | +7.6% | -5.3% | +1.6% |
| 30D | +7.9% | +3.4% | +4.6% | +7.4% |
| 3M | +7.3% | +12.7% | -5.5% | +5.5% |
| 6M | +11.7% | +19.0% | -7.3% | +8.7% |
| YTD | +28.7% | +55.6% | -26.8% | +18.7% |
| 1Y | +22.8% | +49.5% | -26.8% | +13.3% |
| All | +22.8% | +49.4% | -26.6% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling