+3,154.0%
CLS vs MDLZ
+86.5%
+3,067.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +10.9% | +1.9% | +9.1% | +10.5% |
| 30D | +2.1% | +0.4% | +1.7% | +1.8% |
| 3M | -10.2% | -0.6% | -9.6% | -10.6% |
| 6M | +30.4% | +14.7% | +15.7% | +24.0% |
| YTD | +17.2% | +18.0% | -0.7% | +10.3% |
| 1Y | +41.0% | +4.1% | +36.9% | +37.1% |
| 3Y | +1,338.0% | -4.6% | +1,342.5% | +1,281.5% |
| 5Y | +3,860.6% | +18.4% | +3,842.2% | +3,203.3% |
| All | +3,154.0% | +86.5% | +3,067.5% | +2,256.7% |
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