+132.7%
MDLZ vs ETSY
+184.8%
-52.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.4% | -3.5% | +3.2% | -0.1% |
| 30D | +8.2% | +11.4% | -3.1% | +7.3% |
| 3M | +8.0% | +10.9% | -2.9% | +7.1% |
| 6M | +9.7% | +53.5% | -43.8% | +6.2% |
| YTD | +26.9% | +59.3% | -32.4% | +22.0% |
| 1Y | +20.9% | +38.2% | -17.3% | +17.4% |
| 3Y | +5.3% | +39.6% | -34.3% | +0.6% |
| 5Y | +21.4% | -67.6% | +88.9% | +24.9% |
| 10Y | +105.7% | +653.3% | -547.6% | +63.5% |
| All | +132.7% | +184.8% | -52.2% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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