+6.6%
MDLZ vs EWZ
+19.5%
-12.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +2.3% | +0.8% | +1.6% | +2.2% |
| 30D | +7.9% | -24.4% | +32.3% | +9.9% |
| 3M | +7.3% | -4.6% | +11.8% | +7.1% |
| 6M | +11.7% | -11.6% | +23.2% | +12.2% |
| YTD | +28.7% | +2.4% | +26.4% | +27.0% |
| 1Y | +22.8% | +2.1% | +20.7% | +21.1% |
| 3Y | +6.6% | +18.7% | -12.1% | +3.1% |
| All | +6.6% | +19.5% | -12.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling