+88.4%
MDLZ vs EQX
+244.1%
-155.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | 0.0% | +1.7% | -1.8% | -0.1% |
| 30D | +1.4% | +11.1% | -9.6% | +1.0% |
| 3M | 0.0% | +23.1% | -23.1% | -0.9% |
| 6M | +9.1% | -21.8% | +31.0% | +10.0% |
| YTD | +17.9% | -8.1% | +26.0% | +17.8% |
| 1Y | +3.2% | +29.7% | -26.5% | +1.3% |
| 3Y | -2.5% | +179.9% | -182.4% | -9.4% |
| 5Y | +17.6% | +82.5% | -64.9% | +9.1% |
| All | +88.4% | +244.1% | -155.7% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling