+107.6%
MDLZ vs ET
+160.8%
-53.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.3% | +2.5% | -0.2% | +2.0% |
| 30D | +7.9% | -2.5% | +10.4% | +8.2% |
| 3M | +7.3% | -4.9% | +12.1% | +7.8% |
| 6M | +11.7% | -0.1% | +11.8% | +11.5% |
| YTD | +28.7% | +26.2% | +2.5% | +25.0% |
| 1Y | +22.8% | +25.2% | -2.4% | +19.3% |
| 3Y | +6.6% | +84.2% | -77.6% | -2.3% |
| 5Y | +23.2% | +216.1% | -192.9% | +4.7% |
| All | +107.6% | +160.8% | -53.3% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling