+4.1%
MDLZ vs EWT
+99.0%
-94.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | 0.0% |
| 7D | -1.7% | +4.0% | -5.7% | -1.2% |
| 30D | -2.1% | +10.3% | -12.4% | -0.8% |
| 3M | +1.3% | +6.1% | -4.8% | +2.9% |
| 6M | +6.2% | +56.6% | -50.4% | +3.2% |
| YTD | +15.8% | +76.6% | -60.8% | +12.9% |
| 1Y | +4.1% | +97.9% | -93.7% | -1.6% |
| All | +4.1% | +99.0% | -94.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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