+21.7%
MDLZ vs EXPE
+21.4%
+0.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.8% |
| 7D | +1.7% | -9.3% | +11.0% | +2.3% |
| 30D | +11.2% | +0.1% | +11.0% | +11.4% |
| 3M | +6.1% | -15.3% | +21.5% | +7.2% |
| 6M | +8.6% | +5.5% | +3.1% | +9.3% |
| YTD | +25.8% | -8.0% | +33.8% | +26.7% |
| 1Y | +21.7% | +18.9% | +2.8% | +18.8% |
| All | +21.7% | +21.4% | +0.3% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling