+15.6%
MDLZ vs EWJ
+51.7%
-36.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | 0.0% | +2.9% | -2.8% | -0.5% |
| 30D | -1.6% | +1.1% | -2.7% | -1.8% |
| 3M | +0.9% | +7.1% | -6.2% | -0.9% |
| 6M | +7.3% | +16.2% | -8.9% | +3.1% |
| YTD | +16.4% | +22.0% | -5.5% | +10.4% |
| 1Y | +3.0% | +26.2% | -23.3% | -3.4% |
| 3Y | -3.7% | +73.5% | -77.2% | -19.8% |
| 5Y | +15.6% | +52.7% | -37.1% | -2.3% |
| All | +15.6% | +51.7% | -36.1% | -2.3% |
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