+23.0%
MDLZ vs EW
-7.9%
+30.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +2.3% | +4.9% | -2.6% | +1.8% |
| 30D | +7.9% | +23.9% | -16.0% | +5.5% |
| 3M | +7.3% | +15.8% | -8.5% | +5.6% |
| 6M | +11.7% | +31.7% | -20.0% | +8.5% |
| YTD | +28.7% | +25.7% | +3.1% | +25.5% |
| 1Y | +22.8% | +24.4% | -1.7% | +19.8% |
| 3Y | +6.6% | +65.9% | -59.3% | -2.8% |
| All | +23.0% | -7.9% | +30.9% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling