+104.5%
MDLZ vs ES
+96.6%
+7.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | +8.2% | +8.2% | 0.0% | +4.7% |
| 3M | +8.0% | +0.6% | +7.4% | +7.6% |
| 6M | +9.7% | +6.0% | +3.8% | +6.9% |
| YTD | +26.9% | +9.3% | +17.5% | +21.6% |
| 1Y | +20.9% | +1.1% | +19.8% | +19.1% |
| 3Y | +5.3% | +51.9% | -46.6% | -15.6% |
| 5Y | +21.4% | +6.5% | +14.9% | +13.7% |
| All | +104.5% | +96.6% | +7.9% | +36.1% |
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