+5.8%
MDLZ vs EXR
+69.9%
-64.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.7% | +5.2% | -3.5% | +0.3% |
| 30D | +11.2% | +20.9% | -9.7% | +5.6% |
| 3M | +6.1% | +7.7% | -1.6% | +4.0% |
| 6M | +8.6% | +13.2% | -4.6% | +5.0% |
| YTD | +25.8% | +26.5% | -0.6% | +18.3% |
| 1Y | +21.7% | +27.2% | -5.5% | +14.2% |
| 3Y | +5.8% | +71.5% | -65.7% | -0.9% |
| All | +5.8% | +69.9% | -64.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling