+15.6%
MDLZ vs EOG
+169.6%
-154.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | -1.6% | +7.9% | -9.4% | -2.1% |
| 3M | +0.9% | +4.5% | -3.6% | +0.5% |
| 6M | +7.3% | +12.3% | -5.0% | +6.3% |
| YTD | +16.4% | +41.9% | -25.4% | +13.5% |
| 1Y | +3.0% | +27.8% | -24.9% | +1.0% |
| 3Y | -3.7% | +21.8% | -25.5% | -5.8% |
| 5Y | +15.6% | +174.0% | -158.4% | +6.2% |
| All | +15.6% | +169.6% | -154.0% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling