+5.4%
MDLZ vs EXE
+14.7%
-9.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | +0.1% | -3.9% | +4.0% | +0.1% |
| 30D | +10.0% | -2.6% | +12.5% | +10.0% |
| 3M | +7.1% | -6.9% | +13.9% | +7.0% |
| 6M | +9.8% | -9.3% | +19.1% | +9.7% |
| YTD | +26.6% | -20.7% | +47.4% | +26.6% |
| 1Y | +20.3% | -21.8% | +42.2% | +20.3% |
| 3Y | +5.4% | +16.2% | -10.8% | +5.2% |
| All | +5.4% | +14.7% | -9.3% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling