+79.0%
MDLZ vs ESI
+307.6%
-228.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | 0.0% | +5.4% | -5.4% | -0.6% |
| 30D | -1.6% | -4.2% | +2.6% | -1.1% |
| 3M | +0.9% | -9.6% | +10.5% | +1.4% |
| 6M | +7.3% | +18.3% | -11.0% | +3.1% |
| YTD | +16.4% | +45.8% | -29.4% | +7.8% |
| 1Y | +3.0% | +39.2% | -36.2% | -4.3% |
| 3Y | -3.7% | +86.3% | -90.0% | -16.8% |
| 5Y | +15.6% | +76.2% | -60.6% | -0.7% |
| 10Y | +79.0% | +306.8% | -227.8% | +29.9% |
| All | +79.0% | +307.6% | -228.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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