+3,682.3%
CLS vs MDLZ
+17.0%
+3,665.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.4% |
| 7D | +20.1% | 0.0% | +20.1% | +20.1% |
| 30D | +6.0% | +1.4% | +4.6% | +6.4% |
| 3M | -10.3% | 0.0% | -10.3% | -9.7% |
| 6M | +24.5% | +9.1% | +15.4% | +26.3% |
| YTD | +12.9% | +17.9% | -5.1% | +15.8% |
| 1Y | +36.7% | +3.2% | +33.5% | +38.9% |
| 3Y | +1,328.1% | -2.5% | +1,330.6% | +1,324.0% |
| 5Y | +3,682.3% | +17.6% | +3,664.7% | +2,969.5% |
| All | +3,682.3% | +17.0% | +3,665.3% | +2,969.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling