+22.2%
MDLZ vs EWT
+115.5%
-93.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.5% | +0.5% |
| 7D | +0.1% | -5.0% | +5.1% | +0.2% |
| 30D | +10.0% | -16.3% | +26.3% | +10.5% |
| 3M | +7.1% | -7.2% | +14.3% | +7.0% |
| 6M | +9.8% | -0.5% | +10.3% | +8.4% |
| YTD | +26.6% | +50.6% | -23.9% | +18.2% |
| 1Y | +20.3% | +54.8% | -34.5% | +11.9% |
| 3Y | +5.4% | +155.5% | -150.1% | -13.2% |
| 5Y | +22.2% | +116.4% | -94.2% | +3.9% |
| All | +22.2% | +115.5% | -93.3% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling