+32.3%
CLS vs MDLZ
+3.7%
+28.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +5.0% | +1.7% | +3.3% | +6.1% |
| 30D | +4.8% | +1.1% | +3.7% | +5.8% |
| 3M | -10.4% | -1.8% | -8.5% | -9.2% |
| 6M | +20.8% | +12.3% | +8.5% | +28.5% |
| YTD | +10.0% | +18.0% | -8.0% | +26.3% |
| All | +32.3% | +3.7% | +28.6% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling