+15.6%
MDLZ vs EWT
+154.5%
-138.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | 0.0% | +1.6% | -1.6% | 0.0% |
| 30D | -1.6% | +8.2% | -9.8% | -2.0% |
| 3M | +0.9% | +11.1% | -10.2% | 0.0% |
| 6M | +7.3% | +60.4% | -53.1% | +1.1% |
| YTD | +16.4% | +75.6% | -59.1% | +8.4% |
| 1Y | +3.0% | +91.3% | -88.4% | -5.4% |
| 3Y | -3.7% | +200.3% | -204.0% | -21.0% |
| 5Y | +15.6% | +156.4% | -140.8% | -1.8% |
| All | +15.6% | +154.5% | -138.9% | -1.8% |
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