+144.1%
MDLZ vs ESI
+224.6%
-80.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | -1.7% | +3.3% | -5.1% | -2.1% |
| 30D | -2.1% | -5.9% | +3.8% | -1.5% |
| 3M | +1.3% | -14.1% | +15.4% | +2.5% |
| 6M | +6.2% | +6.6% | -0.4% | +3.9% |
| YTD | +15.8% | +45.0% | -29.2% | +8.4% |
| 1Y | +4.1% | +41.5% | -37.3% | -2.5% |
| 3Y | -4.1% | +78.8% | -82.9% | -14.6% |
| 5Y | +13.4% | +70.9% | -57.5% | +0.3% |
| 10Y | +75.7% | +317.1% | -241.3% | +31.8% |
| All | +144.1% | +224.6% | -80.5% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling