+33.3%
MDLZ vs EOSE
-60.2%
+93.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.1% |
| 7D | +1.7% | +14.0% | -12.3% | +1.6% |
| 30D | +1.1% | -5.9% | +7.0% | +1.1% |
| 3M | -1.8% | -34.3% | +32.4% | -1.7% |
| 6M | +12.3% | -37.8% | +50.1% | +12.3% |
| YTD | +18.0% | -65.2% | +83.2% | +18.4% |
| 1Y | +3.8% | -41.9% | +45.7% | +3.4% |
| 3Y | -2.4% | +44.6% | -47.0% | -5.2% |
| 5Y | +18.4% | -69.2% | +87.6% | +10.9% |
| All | +33.3% | -60.2% | +93.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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