+92.2%
MDLZ vs EXC
+176.1%
-83.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +0.1% | -1.7% | +1.8% | +0.9% |
| 30D | +10.0% | +9.3% | +0.7% | +5.6% |
| 3M | +7.1% | +1.0% | +6.0% | +6.5% |
| 6M | +9.8% | +5.9% | +3.9% | +6.9% |
| YTD | +26.6% | +7.6% | +19.0% | +22.0% |
| 1Y | +20.3% | +2.4% | +17.9% | +18.5% |
| 3Y | +5.4% | +30.2% | -24.8% | -8.0% |
| 5Y | +22.2% | +41.4% | -19.1% | +0.6% |
| 10Y | +92.2% | +183.8% | -91.6% | +9.2% |
| All | +92.2% | +176.1% | -83.9% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling