+5.0%
MDLZ vs ESI
+80.4%
-75.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.3% |
| 7D | -0.4% | +8.3% | -8.7% | 0.0% |
| 30D | +8.2% | -10.4% | +18.7% | +7.9% |
| 3M | +8.0% | -13.2% | +21.2% | +7.6% |
| 6M | +9.7% | -23.9% | +33.6% | +9.3% |
| YTD | +26.9% | +34.2% | -7.3% | +24.8% |
| 1Y | +20.9% | +22.2% | -1.3% | +19.0% |
| All | +5.0% | +80.4% | -75.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling