+17.6%
MDLZ vs EOSE
-69.1%
+86.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.3% |
| 7D | 0.0% | +15.0% | -15.0% | -0.1% |
| 30D | +1.4% | +2.5% | -1.0% | +1.4% |
| 3M | 0.0% | -33.7% | +33.7% | +0.2% |
| 6M | +9.1% | -32.7% | +41.9% | +9.1% |
| YTD | +17.9% | -63.8% | +81.7% | +18.4% |
| 1Y | +3.2% | -40.5% | +43.8% | +2.7% |
| 3Y | -2.5% | +50.4% | -52.9% | -6.1% |
| 5Y | +17.6% | -68.6% | +86.1% | +7.8% |
| All | +17.6% | -69.1% | +86.6% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling