+23.0%
MDLZ vs ESI
+36.5%
-13.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +2.3% | +5.5% | -3.2% | +2.0% |
| 30D | +7.9% | -7.8% | +15.7% | +8.2% |
| 3M | +7.3% | -15.0% | +22.3% | +8.0% |
| 6M | +11.7% | -24.9% | +36.6% | +13.1% |
| YTD | +28.7% | +33.2% | -4.5% | +21.8% |
| 1Y | +22.8% | +24.9% | -2.2% | +16.9% |
| 3Y | +6.6% | +77.8% | -71.2% | -6.9% |
| All | +23.0% | +36.5% | -13.5% | +11.7% |
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