+1,500.5%
CIEN vs MDLZ
+86.5%
+1,413.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +8.9% | +1.9% | +7.0% | +8.3% |
| 30D | -19.1% | +0.4% | -19.5% | -19.3% |
| 3M | -21.5% | -0.6% | -20.9% | -22.1% |
| 6M | +2.8% | +14.7% | -11.9% | -3.7% |
| YTD | +49.5% | +18.0% | +31.5% | +37.6% |
| 1Y | +163.8% | +4.1% | +159.7% | +154.6% |
| 3Y | +615.8% | -4.6% | +620.4% | +594.8% |
| 5Y | +548.4% | +18.4% | +530.0% | +444.1% |
| All | +1,500.5% | +86.5% | +1,413.9% | +958.5% |
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