+21.7%
MDLZ vs EW
+23.2%
-1.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +1.7% | +11.0% | -9.3% | +0.8% |
| 30D | +11.2% | +19.1% | -7.9% | +9.5% |
| 3M | +6.1% | +14.4% | -8.2% | +4.8% |
| 6M | +8.6% | +22.8% | -14.2% | +7.0% |
| YTD | +25.8% | +19.8% | +6.0% | +26.4% |
| 1Y | +21.7% | +23.9% | -2.2% | +20.3% |
| All | +21.7% | +23.2% | -1.6% | +20.3% |
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