+22.2%
MDLZ vs EW
-14.5%
+36.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +1.7% | +11.0% | -9.3% | +0.6% |
| 30D | +11.2% | +19.1% | -7.9% | +9.2% |
| 3M | +6.1% | +14.4% | -8.2% | +4.6% |
| 6M | +8.6% | +22.8% | -14.2% | +6.2% |
| YTD | +25.8% | +19.8% | +6.0% | +23.3% |
| 1Y | +21.7% | +23.9% | -2.2% | +18.7% |
| 3Y | +5.8% | +52.2% | -46.4% | -2.4% |
| All | +22.2% | -14.5% | +36.6% | +23.4% |
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