+105.6%
MDLZ vs EW
+236.3%
-130.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | +9.3% | -7.1% | +0.4% |
| 30D | +10.1% | +22.1% | -11.9% | +5.9% |
| 3M | +9.1% | +13.0% | -3.9% | +6.4% |
| 6M | +10.0% | +30.1% | -20.1% | +4.2% |
| YTD | +26.8% | +22.0% | +4.8% | +21.3% |
| 1Y | +22.5% | +23.7% | -1.2% | +16.8% |
| 3Y | +5.3% | +62.0% | -56.7% | -9.3% |
| 5Y | +21.4% | -12.4% | +33.9% | +20.2% |
| All | +105.6% | +236.3% | -130.7% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling