+16.5%
MDLZ vs ESI
+72.3%
-55.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -1.7% | +3.3% | -5.1% | -1.9% |
| 30D | -2.1% | -5.9% | +3.8% | -1.8% |
| 3M | +1.3% | -14.1% | +15.4% | +1.9% |
| 6M | +6.2% | +6.6% | -0.4% | +4.0% |
| YTD | +15.8% | +45.0% | -29.2% | +9.3% |
| 1Y | +4.1% | +41.5% | -37.3% | -1.7% |
| 3Y | -4.1% | +78.8% | -82.9% | -14.9% |
| All | +16.5% | +72.3% | -55.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling