+22.2%
MDLZ vs ESI
+28.5%
-6.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | +1.7% | -8.5% | +10.2% | +2.0% |
| 30D | +11.2% | -15.7% | +26.8% | +12.0% |
| 3M | +6.1% | -18.2% | +24.4% | +7.0% |
| 6M | +8.6% | -28.8% | +37.4% | +10.2% |
| YTD | +25.8% | +26.3% | -0.4% | +19.4% |
| 1Y | +21.7% | +18.2% | +3.4% | +16.2% |
| 3Y | +5.8% | +68.1% | -62.3% | -7.3% |
| All | +22.2% | +28.5% | -6.3% | +10.3% |
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