+87.9%
MDLZ vs EWZ
+86.7%
+1.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | +1.4% | +8.2% | -6.7% | -0.2% |
| 3M | 0.0% | +13.3% | -13.3% | -2.7% |
| 6M | +9.1% | +3.6% | +5.6% | +7.9% |
| YTD | +17.9% | +21.0% | -3.0% | +12.7% |
| 1Y | +3.2% | +34.7% | -31.4% | -3.7% |
| 3Y | -2.5% | +48.3% | -50.8% | -11.9% |
| 5Y | +17.6% | +60.1% | -42.5% | +2.2% |
| 10Y | +87.9% | +92.6% | -4.6% | +41.4% |
| All | +87.9% | +86.7% | +1.2% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling