+90.0%
MDLZ vs EXPE
+115.0%
-25.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.7% |
| 7D | +1.7% | -9.3% | +11.0% | +2.6% |
| 30D | +11.2% | +0.1% | +11.0% | +11.0% |
| 3M | +6.1% | -15.3% | +21.5% | +7.8% |
| 6M | +8.6% | +5.5% | +3.1% | +7.4% |
| YTD | +25.8% | -8.0% | +33.8% | +25.6% |
| 1Y | +21.7% | +18.9% | +2.8% | +17.5% |
| 3Y | +5.8% | +135.5% | -129.7% | -8.2% |
| 5Y | +21.4% | +44.3% | -22.9% | +9.6% |
| All | +90.0% | +115.0% | -25.0% | +41.2% |
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