+106.1%
MDLZ vs ETR
+374.5%
-268.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.9% | +7.7% | +0.3% | +4.9% |
| 3M | +8.9% | +5.7% | +3.2% | +6.5% |
| 6M | +10.5% | -0.3% | +10.8% | +10.3% |
| YTD | +27.1% | +23.4% | +3.8% | +16.3% |
| 1Y | +20.9% | +18.5% | +2.4% | +12.4% |
| 3Y | +5.5% | +155.6% | -150.0% | -31.2% |
| 5Y | +22.2% | +158.7% | -136.4% | -21.9% |
| 10Y | +106.1% | +377.8% | -271.7% | +0.9% |
| All | +106.1% | +374.5% | -268.3% | +0.9% |
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