+21.4%
MDLZ vs ES
+1.9%
+19.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +10.1% | +5.9% | +4.2% | +8.0% |
| 3M | +9.1% | -1.0% | +10.1% | +9.4% |
| 6M | +10.0% | +7.2% | +2.8% | +7.4% |
| YTD | +26.8% | +7.0% | +19.9% | +23.7% |
| 1Y | +22.5% | +0.5% | +22.0% | +21.3% |
| 3Y | +5.3% | +48.7% | -43.4% | -11.6% |
| 5Y | +21.4% | +1.9% | +19.5% | +20.1% |
| All | +21.4% | +1.9% | +19.5% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling