+78.1%
MDLZ vs EXPE
+176.0%
-97.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -1.7% | -9.5% | +7.8% | -0.6% |
| 30D | -2.1% | -6.6% | +4.5% | -1.4% |
| 3M | +1.3% | +31.4% | -30.1% | -1.8% |
| 6M | +6.2% | +35.2% | -29.0% | +2.2% |
| YTD | +15.8% | +5.8% | +10.0% | +14.1% |
| 1Y | +4.1% | +38.7% | -34.6% | -1.1% |
| 3Y | -4.1% | +175.8% | -179.9% | -18.4% |
| 5Y | +13.4% | +111.8% | -98.5% | -3.4% |
| All | +78.1% | +176.0% | -97.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling