+90.0%
MDLZ vs ES
+85.7%
+4.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | 0.0% |
| 7D | +1.7% | +1.9% | -0.2% | +0.9% |
| 30D | +11.2% | +7.1% | +4.1% | +8.0% |
| 3M | +6.1% | -1.9% | +8.1% | +6.9% |
| 6M | +8.6% | +4.4% | +4.2% | +6.4% |
| YTD | +25.8% | +7.3% | +18.5% | +21.6% |
| 1Y | +21.7% | +2.1% | +19.5% | +19.3% |
| 3Y | +5.8% | +41.8% | -36.0% | -12.7% |
| 5Y | +21.4% | +1.4% | +20.0% | +16.3% |
| All | +90.0% | +85.7% | +4.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling