+425.8%
CLS vs MDLZ
+511.4%
-85.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.9% |
| 7D | +16.3% | +2.3% | +14.0% | +15.4% |
| 30D | -25.7% | +7.9% | -33.6% | -28.1% |
| 3M | -30.9% | +7.3% | -38.1% | -33.3% |
| 6M | -35.5% | +11.7% | -47.2% | -39.4% |
| YTD | -18.7% | +28.7% | -47.4% | -28.2% |
| 1Y | -17.9% | +22.8% | -40.7% | -26.2% |
| 3Y | +838.1% | +6.6% | +831.5% | +747.7% |
| 5Y | +1,971.9% | +23.2% | +1,948.7% | +1,627.0% |
| 10Y | +1,907.9% | +108.7% | +1,799.1% | +1,212.1% |
| All | +425.8% | +511.4% | -85.6% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling