+167.0%
MDLZ vs ESI
+197.1%
-30.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.1% |
| 7D | +0.1% | -3.5% | +3.5% | +0.4% |
| 30D | +10.0% | -9.3% | +19.2% | +10.9% |
| 3M | +7.1% | -12.8% | +19.8% | +8.3% |
| 6M | +9.8% | -24.6% | +34.4% | +12.3% |
| YTD | +26.6% | +32.7% | -6.1% | +19.3% |
| 1Y | +20.3% | +20.3% | 0.0% | +14.7% |
| 3Y | +5.4% | +80.2% | -74.8% | -6.8% |
| 5Y | +22.2% | +40.0% | -17.7% | +10.7% |
| 10Y | +92.2% | +310.8% | -218.6% | +44.1% |
| All | +167.0% | +197.1% | -30.2% | +107.0% |
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