+4.1%
MDLZ vs EXC
+2.6%
+1.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.6% |
| 7D | -1.7% | -0.7% | -1.1% | -1.5% |
| 30D | -2.1% | -4.6% | +2.5% | -0.1% |
| 3M | +1.3% | -2.2% | +3.5% | +2.7% |
| 6M | +6.2% | -10.6% | +16.8% | +11.0% |
| YTD | +15.8% | +1.9% | +13.9% | +15.6% |
| 1Y | +4.1% | +3.4% | +0.7% | +5.6% |
| All | +4.1% | +2.6% | +1.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling