+3.2%
MDLZ vs EWJ
+26.8%
-23.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.2% |
| 7D | 0.0% | +1.0% | -1.0% | 0.0% |
| 30D | +1.4% | +1.0% | +0.5% | +1.5% |
| 3M | 0.0% | +7.2% | -7.2% | -0.3% |
| 6M | +9.1% | +13.9% | -4.7% | +7.1% |
| YTD | +17.9% | +20.8% | -2.8% | +15.3% |
| 1Y | +3.2% | +26.4% | -23.1% | +1.0% |
| All | +3.2% | +26.8% | -23.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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