+454.2%
MDLZ vs EXC
+366.1%
+88.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.1% | -3.7% | +1.6% | -0.9% |
| 3M | +1.3% | -1.3% | +2.6% | +1.8% |
| 6M | +6.2% | -9.7% | +15.9% | +9.8% |
| YTD | +15.8% | +2.9% | +12.9% | +14.4% |
| 1Y | +4.1% | +4.4% | -0.3% | +2.3% |
| 3Y | -4.1% | +22.2% | -26.3% | -11.3% |
| 5Y | +13.4% | +46.7% | -33.4% | -2.2% |
| 10Y | +75.7% | +155.3% | -79.6% | +25.3% |
| All | +454.2% | +366.1% | +88.1% | +259.5% |
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