+81.7%
MDLZ vs ET
+177.0%
-95.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +0.4% | +2.9% | -2.4% | +0.1% |
| 3M | -0.6% | +16.8% | -17.4% | -2.4% |
| 6M | +14.7% | +18.9% | -4.2% | +12.4% |
| YTD | +18.0% | +37.7% | -19.7% | +13.8% |
| 1Y | +4.1% | +32.4% | -28.3% | +0.8% |
| 3Y | -4.6% | +99.5% | -104.1% | -12.7% |
| 5Y | +18.4% | +244.0% | -225.6% | +0.9% |
| All | +81.7% | +177.0% | -95.3% | +64.5% |
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