+454.2%
MDLZ vs ETR
+1,252.7%
-798.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.7% | +1.4% | -3.2% | -2.2% |
| 30D | -2.1% | +1.0% | -3.1% | -2.5% |
| 3M | +1.3% | -1.3% | +2.6% | +1.6% |
| 6M | +6.2% | +1.9% | +4.3% | +5.1% |
| YTD | +15.8% | +18.2% | -2.4% | +8.5% |
| 1Y | +4.1% | +24.7% | -20.6% | -4.4% |
| 3Y | -4.1% | +150.7% | -154.8% | -33.4% |
| 5Y | +13.4% | +127.0% | -113.7% | -19.1% |
| 10Y | +75.7% | +295.5% | -219.7% | +1.0% |
| All | +454.2% | +1,252.7% | -798.5% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling