+454.2%
MDLZ vs EOG
+1,923.3%
-1,469.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | -2.1% | +8.2% | -10.3% | -3.2% |
| 3M | +1.3% | +3.8% | -2.5% | +0.7% |
| 6M | +6.2% | +15.3% | -9.1% | +3.9% |
| YTD | +15.8% | +41.7% | -25.9% | +10.2% |
| 1Y | +4.1% | +23.6% | -19.4% | +0.8% |
| 3Y | -4.1% | +23.3% | -27.4% | -8.1% |
| 5Y | +13.4% | +170.4% | -157.1% | -4.6% |
| 10Y | +75.7% | +125.5% | -49.8% | +41.2% |
| All | +454.2% | +1,923.3% | -1,469.0% | +263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling