+454.2%
MDLZ vs EXPD
+1,482.5%
-1,028.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -2.1% | +4.1% | -6.2% | -3.0% |
| 3M | +1.3% | +17.9% | -16.6% | -2.4% |
| 6M | +6.2% | +29.2% | -23.0% | +0.1% |
| YTD | +15.8% | +27.4% | -11.6% | +8.8% |
| 1Y | +4.1% | +56.8% | -52.7% | -7.0% |
| 3Y | -4.1% | +68.0% | -72.1% | -16.6% |
| 5Y | +13.4% | +61.9% | -48.5% | -1.9% |
| 10Y | +75.7% | +316.0% | -240.3% | +22.5% |
| All | +454.2% | +1,482.5% | -1,028.2% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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