+607.3%
CEG vs MDLZ
+4.4%
+602.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +0.3% | +1.7% | -1.3% | +0.4% |
| 30D | +2.9% | +1.1% | +1.8% | +2.9% |
| 3M | +18.2% | -1.8% | +20.1% | +18.3% |
| 6M | -9.5% | +12.3% | -21.8% | -9.5% |
| YTD | -18.7% | +18.0% | -36.7% | -18.7% |
| 1Y | -10.1% | +3.8% | -13.9% | -10.1% |
| 3Y | +168.3% | -2.4% | +170.8% | +168.2% |
| All | +607.3% | +4.4% | +602.9% | +556.8% |
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