+81.8%
MDLZ vs EQIX
+242.1%
-160.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +1.7% | -1.6% | +3.3% | +2.1% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -1.8% | -0.9% | -0.9% | -2.0% |
| 6M | +12.3% | +8.1% | +4.2% | +9.0% |
| YTD | +18.0% | +35.7% | -17.6% | +6.6% |
| 1Y | +3.8% | +34.0% | -30.2% | -6.1% |
| 3Y | -2.4% | +41.4% | -43.8% | -15.4% |
| 5Y | +18.4% | +34.0% | -15.6% | +2.4% |
| All | +81.8% | +242.1% | -160.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EQIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling