-3.7%
MDLZ vs EWZ
+50.2%
-54.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | 0.0% | +5.6% | -5.5% | -0.5% |
| 30D | -1.6% | +9.3% | -10.8% | -2.5% |
| 3M | +0.9% | +15.7% | -14.8% | -0.9% |
| 6M | +7.3% | +7.4% | -0.1% | +6.3% |
| YTD | +16.4% | +22.7% | -6.2% | +13.2% |
| 1Y | +3.0% | +36.4% | -33.4% | -1.3% |
| 3Y | -3.7% | +50.4% | -54.1% | -11.5% |
| All | -3.7% | +50.2% | -54.0% | -11.5% |
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 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