+454.2%
MDLZ vs ES
+755.0%
-300.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -2.1% | -2.0% | -0.1% | -1.4% |
| 3M | +1.3% | +1.7% | -0.4% | +0.6% |
| 6M | +6.2% | -3.5% | +9.7% | +7.4% |
| YTD | +15.8% | +7.9% | +7.9% | +12.0% |
| 1Y | +4.1% | +17.2% | -13.0% | -3.2% |
| 3Y | -4.1% | +29.3% | -33.4% | -16.0% |
| 5Y | +13.4% | -5.7% | +19.1% | +11.9% |
| 10Y | +75.7% | +85.2% | -9.5% | +31.8% |
| All | +454.2% | +755.0% | -300.8% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling