-4.6%
MDLZ vs EQX
+168.9%
-173.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | +1.9% | -3.2% | +5.1% | +1.9% |
| 30D | +0.4% | +7.8% | -7.3% | +0.4% |
| 3M | -0.6% | +21.3% | -22.0% | -0.6% |
| 6M | +14.7% | -22.4% | +37.1% | +15.5% |
| YTD | +18.0% | -11.3% | +29.3% | +18.6% |
| 1Y | +4.1% | +13.5% | -9.4% | +4.4% |
| 3Y | -4.6% | +162.1% | -166.7% | -6.9% |
| All | -4.6% | +168.9% | -173.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling