+24.4%
MDLZ vs EW
+19.7%
+4.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +3.1% |
| 7D | +8.9% | +8.3% | +0.6% | +8.1% |
| 30D | +15.2% | +13.9% | +1.3% | +13.9% |
| 3M | +9.5% | +10.9% | -1.4% | +8.4% |
| 6M | +11.7% | +19.2% | -7.6% | +10.3% |
| YTD | +28.4% | +16.6% | +11.9% | +29.3% |
| 1Y | +24.4% | +18.1% | +6.3% | +24.6% |
| All | +24.4% | +19.7% | +4.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling