+593.0%
CEG vs MDLZ
+13.9%
+579.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.7% |
| 7D | +12.1% | +2.3% | +9.8% | +12.2% |
| 30D | +0.2% | +7.9% | -7.7% | +0.6% |
| 3M | +0.7% | +7.3% | -6.5% | +1.0% |
| 6M | +2.2% | +11.7% | -9.4% | +2.7% |
| YTD | -20.3% | +28.7% | -49.1% | -20.0% |
| 1Y | -16.1% | +22.8% | -38.8% | -15.8% |
| 3Y | +134.7% | +6.6% | +128.1% | +135.4% |
| All | +593.0% | +13.9% | +579.2% | +545.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling