-3.7%
MDLZ vs ET
+96.2%
-100.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -1.6% | +6.9% | -8.4% | -1.9% |
| 3M | +0.9% | +13.1% | -12.2% | +0.3% |
| 6M | +7.3% | +18.7% | -11.4% | +6.6% |
| YTD | +16.4% | +37.4% | -21.0% | +15.5% |
| 1Y | +3.0% | +34.8% | -31.9% | +2.1% |
| 3Y | -3.7% | +96.8% | -100.5% | -9.9% |
| All | -3.7% | +96.2% | -100.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling