+104.5%
MDLZ vs EWZ
+66.3%
+38.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +8.2% | -25.9% | +34.1% | +13.9% |
| 3M | +8.0% | -6.1% | +14.1% | +8.3% |
| 6M | +9.7% | -16.1% | +25.8% | +12.3% |
| YTD | +26.9% | +1.0% | +25.9% | +24.6% |
| 1Y | +20.9% | 0.0% | +20.9% | +18.9% |
| 3Y | +5.3% | +16.8% | -11.5% | -0.7% |
| 5Y | +21.4% | +52.1% | -30.7% | +5.7% |
| All | +104.5% | +66.3% | +38.3% | +65.5% |
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