+22.2%
MDLZ vs EXE
+64.7%
-42.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | +0.1% | -3.9% | +4.0% | +0.3% |
| 30D | +10.0% | -2.6% | +12.5% | +10.1% |
| 3M | +7.1% | -6.9% | +13.9% | +7.4% |
| 6M | +9.8% | -9.3% | +19.1% | +10.2% |
| YTD | +26.6% | -20.7% | +47.4% | +27.9% |
| 1Y | +20.3% | -21.8% | +42.2% | +21.6% |
| 3Y | +5.4% | +16.2% | -10.8% | +3.0% |
| 5Y | +22.2% | +61.1% | -38.9% | +18.3% |
| All | +22.2% | +64.7% | -42.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling