+454.2%
MDLZ vs EWZ
+585.0%
-130.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.7% | +6.5% | -8.2% | -2.9% |
| 30D | -2.1% | +4.8% | -7.0% | -3.0% |
| 3M | +1.3% | +9.9% | -8.6% | -0.7% |
| 6M | +6.2% | +1.9% | +4.3% | +5.4% |
| YTD | +15.8% | +20.3% | -4.5% | +11.2% |
| 1Y | +4.1% | +35.6% | -31.5% | -2.4% |
| 3Y | -4.1% | +43.4% | -47.5% | -12.0% |
| 5Y | +13.4% | +55.9% | -42.6% | +0.5% |
| 10Y | +75.7% | +84.2% | -8.4% | +42.4% |
| All | +454.2% | +585.0% | -130.7% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling