+22.5%
MDLZ vs EXC
+2.3%
+20.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +10.1% | +9.0% | +1.1% | +6.1% |
| 3M | +9.1% | +3.3% | +5.8% | +7.4% |
| 6M | +10.0% | +5.7% | +4.3% | +8.1% |
| YTD | +26.8% | +7.3% | +19.5% | +24.7% |
| 1Y | +22.5% | +2.9% | +19.6% | +21.1% |
| All | +22.5% | +2.3% | +20.2% | +21.1% |
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