-3.9%
MDLZ vs ES
+29.7%
-33.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.1% | -2.0% | -0.1% | -1.6% |
| 3M | +1.3% | +1.7% | -0.4% | +0.9% |
| 6M | +6.2% | -3.5% | +9.7% | +7.1% |
| YTD | +15.8% | +7.9% | +7.9% | +13.4% |
| 1Y | +4.1% | +17.2% | -13.0% | -1.2% |
| All | -3.9% | +29.7% | -33.6% | -13.2% |
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