+5.3%
MDLZ vs EWJ
+64.1%
-58.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +2.2% | -2.4% | +4.6% | +2.3% |
| 30D | +10.1% | -7.6% | +17.8% | +10.5% |
| 3M | +9.1% | -5.9% | +15.0% | +9.3% |
| 6M | +10.0% | -1.5% | +11.4% | +9.6% |
| YTD | +26.8% | +12.6% | +14.3% | +24.0% |
| 1Y | +22.5% | +12.7% | +9.8% | +19.7% |
| 3Y | +5.3% | +63.1% | -57.8% | -6.2% |
| All | +5.3% | +64.1% | -58.8% | -6.2% |
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