+112.3%
MDLZ vs ETSY
+146.8%
-34.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.5% | +0.2% |
| 7D | -1.7% | -8.5% | +6.7% | -1.1% |
| 30D | -2.1% | -10.9% | +8.8% | -1.4% |
| 3M | +1.3% | +14.1% | -12.8% | +0.3% |
| 6M | +6.2% | +37.5% | -31.3% | +3.5% |
| YTD | +15.8% | +38.0% | -22.2% | +12.6% |
| 1Y | +4.1% | +46.5% | -42.4% | +0.4% |
| 3Y | -4.1% | +2.5% | -6.6% | -6.4% |
| 5Y | +13.4% | -65.3% | +78.6% | +15.9% |
| 10Y | +75.7% | +451.6% | -375.9% | +42.3% |
| All | +112.3% | +146.8% | -34.5% | +62.5% |
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