+31.5%
MDLZ vs EOSE
-57.1%
+88.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.3% | +0.5% |
| 7D | 0.0% | +41.4% | -41.4% | -0.1% |
| 30D | -1.6% | +3.6% | -5.2% | -1.6% |
| 3M | +0.9% | -35.7% | +36.6% | +1.1% |
| 6M | +7.3% | -29.9% | +37.2% | +7.3% |
| YTD | +16.4% | -62.5% | +78.9% | +16.8% |
| 1Y | +3.0% | -37.4% | +40.4% | +2.6% |
| 3Y | -3.7% | +55.8% | -59.5% | -6.5% |
| 5Y | +15.6% | -67.8% | +83.4% | +8.2% |
| All | +31.5% | -57.1% | +88.7% | +30.8% |
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 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