+106.1%
MDLZ vs ESI
+323.9%
-217.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.7% | -0.2% |
| 7D | -1.0% | +1.8% | -2.8% | -1.3% |
| 30D | +7.9% | -6.6% | +14.5% | +8.5% |
| 3M | +8.9% | -9.4% | +18.3% | +9.7% |
| 6M | +10.5% | -24.1% | +34.6% | +13.2% |
| YTD | +27.1% | +37.1% | -10.0% | +17.9% |
| 1Y | +20.9% | +24.5% | -3.6% | +13.7% |
| 3Y | +5.5% | +83.2% | -77.6% | -9.5% |
| 5Y | +22.2% | +44.0% | -21.7% | +8.0% |
| 10Y | +106.1% | +332.8% | -226.7% | +58.4% |
| All | +106.1% | +323.9% | -217.8% | +58.4% |
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