+23.0%
MDLZ vs EXR
-1.8%
+24.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +7.9% | +18.2% | -10.3% | +3.6% |
| 3M | +7.3% | +7.3% | -0.1% | +5.3% |
| 6M | +11.7% | +13.8% | -2.1% | +8.2% |
| YTD | +28.7% | +25.9% | +2.8% | +21.6% |
| 1Y | +22.8% | +25.8% | -3.0% | +16.0% |
| 3Y | +6.6% | +53.7% | -47.1% | -4.1% |
| All | +23.0% | -1.8% | +24.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling