+3.0%
MDLZ vs EXE
+3.8%
-0.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.7% |
| 3M | +0.9% | +9.2% | -8.4% | +0.6% |
| 6M | +7.3% | -7.0% | +14.3% | +7.2% |
| YTD | +16.4% | -9.5% | +25.9% | +16.6% |
| 1Y | +3.0% | +6.2% | -3.3% | +0.2% |
| All | +3.0% | +3.8% | -0.8% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling