+507.1%
MDLZ vs EWT
+901.0%
-393.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.2% | -3.7% | +5.8% | +2.8% |
| 30D | +10.1% | -17.2% | +27.3% | +14.3% |
| 3M | +9.1% | -7.3% | +16.4% | +10.2% |
| 6M | +10.0% | -1.5% | +11.5% | +8.2% |
| YTD | +26.8% | +49.0% | -22.2% | +12.4% |
| 1Y | +22.5% | +50.6% | -28.1% | +8.2% |
| 3Y | +5.3% | +148.9% | -143.6% | -19.5% |
| 5Y | +21.4% | +116.1% | -94.6% | -4.4% |
| 10Y | +102.0% | +427.8% | -325.8% | +25.6% |
| All | +507.1% | +901.0% | -393.9% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling