+21.4%
MDLZ vs EWJ
+46.9%
-25.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.6% |
| 30D | +10.1% | -7.6% | +17.8% | +11.6% |
| 3M | +9.1% | -5.9% | +15.0% | +10.1% |
| 6M | +10.0% | -1.5% | +11.4% | +9.5% |
| YTD | +26.8% | +12.6% | +14.3% | +21.8% |
| 1Y | +22.5% | +12.7% | +9.8% | +17.5% |
| 3Y | +5.3% | +63.1% | -57.8% | -12.0% |
| 5Y | +21.4% | +48.2% | -26.8% | +4.0% |
| All | +21.4% | +46.9% | -25.4% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling