+502.4%
MDLZ vs EXC
+387.3%
+115.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +1.7% | -1.2% | +2.8% | +2.1% |
| 30D | +11.2% | +10.0% | +1.2% | +7.7% |
| 3M | +6.1% | +1.6% | +4.5% | +5.5% |
| 6M | +8.6% | +3.3% | +5.3% | +7.3% |
| YTD | +25.8% | +7.6% | +18.3% | +22.5% |
| 1Y | +21.7% | +3.5% | +18.2% | +20.0% |
| 3Y | +5.8% | +27.7% | -21.9% | -3.5% |
| 5Y | +21.4% | +41.1% | -19.7% | +6.1% |
| 10Y | +97.2% | +178.2% | -81.0% | +36.9% |
| All | +502.4% | +387.3% | +115.1% | +284.9% |
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