+583.3%
CLS vs MDLZ
+449.8%
+133.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | -1.7% | +6.3% | +5.1% |
| 30D | -13.9% | -2.1% | -11.8% | -13.5% |
| 3M | -26.6% | +1.3% | -27.9% | -28.0% |
| 6M | +15.4% | +6.2% | +9.2% | +10.8% |
| YTD | +5.7% | +15.8% | -10.1% | -2.3% |
| 1Y | +41.1% | +4.1% | +37.0% | +35.1% |
| 3Y | +1,228.6% | -4.1% | +1,232.7% | +1,152.5% |
| 5Y | +3,240.6% | +13.4% | +3,227.3% | +2,783.0% |
| 10Y | +2,760.3% | +75.7% | +2,684.6% | +1,909.1% |
| All | +583.3% | +449.8% | +133.5% | +147.5% |
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 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