+454.2%
MDLZ vs EVRG
+1,046.1%
-591.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | -2.1% | -1.0% | -1.1% | -1.8% |
| 3M | +1.3% | +0.4% | +0.9% | +1.2% |
| 6M | +6.2% | -0.8% | +7.0% | +6.4% |
| YTD | +15.8% | +15.3% | +0.4% | +10.2% |
| 1Y | +4.1% | +17.9% | -13.8% | -1.7% |
| 3Y | -4.1% | +71.9% | -76.0% | -20.8% |
| 5Y | +13.4% | +45.3% | -31.9% | -1.5% |
| 10Y | +75.7% | +113.1% | -37.3% | +32.5% |
| All | +454.2% | +1,046.1% | -591.9% | +179.3% |
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