+24.4%
MDLZ vs EWZ
+7.8%
+16.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.4% |
| 7D | +8.9% | -4.1% | +13.0% | +9.1% |
| 30D | +15.2% | -25.0% | +40.2% | +16.6% |
| 3M | +9.5% | -10.6% | +20.1% | +9.8% |
| 6M | +11.7% | -16.6% | +28.3% | +13.4% |
| YTD | +28.4% | +2.5% | +26.0% | +24.7% |
| 1Y | +24.4% | +8.1% | +16.3% | +18.3% |
| All | +24.4% | +7.8% | +16.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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