+507.1%
MDLZ vs EXC
+386.3%
+120.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +10.1% | +9.0% | +1.1% | +7.0% |
| 3M | +9.1% | +3.3% | +5.8% | +7.9% |
| 6M | +10.0% | +5.7% | +4.3% | +7.9% |
| YTD | +26.8% | +7.3% | +19.5% | +23.6% |
| 1Y | +22.5% | +2.9% | +19.6% | +21.0% |
| 3Y | +5.3% | +29.3% | -24.0% | -4.4% |
| 5Y | +21.4% | +40.1% | -18.6% | +6.4% |
| 10Y | +102.0% | +197.7% | -95.6% | +37.6% |
| All | +507.1% | +386.3% | +120.8% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling