+45.4%
MDLZ vs EOSE
-81.0%
+126.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | +1.5% |
| 7D | +2.3% | +9.8% | -7.5% | +2.3% |
| 30D | +7.9% | -2.1% | +10.0% | +7.9% |
| 3M | +7.3% | -54.1% | +61.3% | +7.4% |
| 6M | +11.7% | -76.9% | +88.6% | +12.2% |
| YTD | +28.7% | -83.3% | +112.1% | +29.3% |
| 1Y | +22.8% | -87.4% | +110.2% | +23.6% |
| 3Y | +6.6% | +61.9% | -55.3% | +2.8% |
| 5Y | +23.2% | -82.1% | +105.2% | +15.7% |
| All | +45.4% | -81.0% | +126.4% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling