+17.6%
MDLZ vs ET
+242.4%
-224.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | +1.4% | +5.3% | -3.8% | +0.9% |
| 3M | 0.0% | +15.6% | -15.6% | -1.5% |
| 6M | +9.1% | +20.6% | -11.5% | +7.0% |
| YTD | +17.9% | +38.5% | -20.6% | +14.0% |
| 1Y | +3.2% | +35.7% | -32.5% | 0.0% |
| 3Y | -2.5% | +98.4% | -100.8% | -11.6% |
| 5Y | +17.6% | +245.3% | -227.7% | +1.6% |
| All | +17.6% | +242.4% | -224.8% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling