+508.6%
MDLZ vs EVRG
+1,141.7%
-633.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | +2.5% | -3.5% | -1.8% |
| 30D | +7.9% | +8.4% | -0.4% | +5.0% |
| 3M | +8.9% | +8.6% | +0.3% | +5.8% |
| 6M | +10.5% | +7.7% | +2.8% | +7.7% |
| YTD | +27.1% | +25.0% | +2.2% | +17.8% |
| 1Y | +20.9% | +18.7% | +2.2% | +13.9% |
| 3Y | +5.5% | +102.1% | -96.5% | -17.4% |
| 5Y | +22.2% | +66.8% | -44.6% | +1.4% |
| 10Y | +106.1% | +123.5% | -17.4% | +52.6% |
| All | +508.6% | +1,141.7% | -633.1% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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