+22.2%
MDLZ vs EXPE
+43.3%
-21.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| 3M | +6.1% | -15.3% | +21.5% | +7.2% |
| 6M | +8.6% | +5.5% | +3.1% | +8.0% |
| YTD | +25.8% | -8.0% | +33.8% | +25.9% |
| 1Y | +21.7% | +18.9% | +2.8% | +19.3% |
| 3Y | +5.8% | +135.5% | -129.7% | -2.9% |
| All | +22.2% | +43.3% | -21.2% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling