+5.4%
MDLZ vs ES
+42.6%
-37.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +10.0% | +5.7% | +4.3% | +8.3% |
| 3M | +7.1% | -2.8% | +9.9% | +7.8% |
| 6M | +9.8% | +7.0% | +2.8% | +7.9% |
| YTD | +26.6% | +6.8% | +19.9% | +24.3% |
| 1Y | +20.3% | -0.5% | +20.8% | +19.7% |
| 3Y | +5.4% | +47.2% | -41.8% | -5.0% |
| All | +5.4% | +42.6% | -37.2% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling