+3.8%
MDLZ vs EOSE
-43.4%
+47.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | 0.0% |
| 7D | +1.7% | +14.0% | -12.3% | +2.1% |
| 30D | +1.1% | -5.9% | +7.0% | +1.0% |
| 3M | -1.8% | -34.3% | +32.4% | -2.4% |
| 6M | +12.3% | -37.8% | +50.1% | +11.5% |
| YTD | +18.0% | -65.2% | +83.2% | +16.7% |
| 1Y | +3.8% | -41.9% | +45.7% | +6.6% |
| All | +3.8% | -43.4% | +47.2% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling