+24.2%
CDE vs MDLZ
+460.5%
-436.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -6.1% | +1.7% | -7.7% | -6.7% |
| 30D | +9.5% | +1.1% | +8.4% | +8.9% |
| 3M | +32.0% | -1.8% | +33.8% | +31.9% |
| 6M | -12.8% | +12.3% | -25.1% | -18.3% |
| YTD | +14.2% | +18.0% | -3.8% | +4.1% |
| 1Y | +36.3% | +3.8% | +32.5% | +31.3% |
| 3Y | +821.4% | -2.4% | +823.8% | +791.9% |
| 5Y | +194.3% | +18.4% | +175.8% | +159.7% |
| 10Y | +53.2% | +88.1% | -34.9% | +11.7% |
| All | +24.2% | +460.5% | -436.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 all: compounded portfolio wealth divided by compounded MDLZ 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…
all analysis · Full analysis span regression · 6 months rolling