+509.7%
MDLZ vs EXPD
+1,483.1%
-973.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | +0.1% |
| 7D | +6.9% | -4.8% | +11.7% | +7.9% |
| 30D | +12.1% | -1.5% | +13.6% | +12.4% |
| 3M | +7.7% | +4.1% | +3.6% | +6.5% |
| 6M | +10.8% | +24.0% | -13.2% | +5.4% |
| YTD | +27.4% | +27.4% | 0.0% | +19.5% |
| 1Y | +23.5% | +38.4% | -14.9% | +13.7% |
| 3Y | +6.2% | +73.2% | -67.0% | -8.4% |
| 5Y | +22.9% | +59.9% | -37.0% | +6.6% |
| 10Y | +99.6% | +319.9% | -220.3% | +38.6% |
| All | +509.7% | +1,483.1% | -973.4% | +236.8% |
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