+28.7%
MDLZ vs EXE
+192.2%
-163.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -1.6% | +6.4% | -8.0% | -1.8% |
| 3M | +0.9% | +9.2% | -8.4% | +0.5% |
| 6M | +7.3% | -7.0% | +14.3% | +7.6% |
| YTD | +16.4% | -9.5% | +25.9% | +16.8% |
| 1Y | +3.0% | +6.2% | -3.3% | +2.5% |
| 3Y | -3.7% | +20.7% | -24.5% | -5.2% |
| 5Y | +15.6% | +103.6% | -88.0% | +14.1% |
| All | +28.7% | +192.2% | -163.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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