+454.2%
MDLZ vs EW
+4,287.1%
-3,832.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -2.1% | +1.0% | -3.2% | -2.3% |
| 3M | +1.3% | +2.8% | -1.5% | +0.8% |
| 6M | +6.2% | +5.5% | +0.7% | +4.9% |
| YTD | +15.8% | +5.5% | +10.3% | +14.3% |
| 1Y | +4.1% | +11.0% | -6.9% | +1.7% |
| 3Y | -4.1% | +17.7% | -21.8% | -9.8% |
| 5Y | +13.4% | -25.7% | +39.1% | +14.4% |
| 10Y | +75.7% | +132.8% | -57.1% | +41.5% |
| All | +454.2% | +4,287.1% | -3,832.9% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling