+502.4%
MDLZ vs ETR
+1,294.1%
-791.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +11.2% | +7.5% | +3.6% | +8.4% |
| 3M | +6.1% | +4.4% | +1.7% | +4.4% |
| 6M | +8.6% | -1.5% | +10.1% | +8.8% |
| YTD | +25.8% | +21.8% | +4.1% | +16.7% |
| 1Y | +21.7% | +18.4% | +3.3% | +13.9% |
| 3Y | +5.8% | +148.5% | -142.7% | -26.2% |
| 5Y | +21.4% | +152.6% | -131.2% | -16.7% |
| 10Y | +97.2% | +354.5% | -257.2% | +8.2% |
| All | +502.4% | +1,294.1% | -791.7% | +159.8% |
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