-3.7%
MDLZ vs EWJ
+73.3%
-77.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | 0.0% | +2.9% | -2.8% | -0.1% |
| 30D | -1.6% | +1.1% | -2.7% | -1.6% |
| 3M | +0.9% | +7.1% | -6.2% | +0.2% |
| 6M | +7.3% | +16.2% | -8.9% | +5.2% |
| YTD | +16.4% | +22.0% | -5.5% | +13.6% |
| 1Y | +3.0% | +26.2% | -23.3% | 0.0% |
| 3Y | -3.7% | +73.5% | -77.2% | -12.5% |
| All | -3.7% | +73.3% | -77.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling