+87.9%
MDLZ vs ETR
+288.4%
-200.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +1.4% | +2.0% | -0.6% | +0.6% |
| 3M | 0.0% | -1.7% | +1.7% | +0.5% |
| 6M | +9.1% | +3.6% | +5.6% | +7.1% |
| YTD | +17.9% | +18.0% | -0.1% | +9.7% |
| 1Y | +3.2% | +26.2% | -23.0% | -6.7% |
| 3Y | -2.5% | +148.0% | -150.5% | -36.1% |
| 5Y | +17.6% | +126.1% | -108.5% | -20.8% |
| 10Y | +87.9% | +302.3% | -214.3% | -3.3% |
| All | +87.9% | +288.4% | -200.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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