+6.1%
CMCSA vs MDLZ
+86.5%
-80.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.9% | +1.9% | -6.8% | -5.8% |
| 30D | -1.1% | +0.4% | -1.5% | -1.3% |
| 3M | +6.6% | -0.6% | +7.2% | +6.7% |
| 6M | -15.5% | +14.7% | -30.2% | -21.5% |
| YTD | -6.7% | +18.0% | -24.7% | -14.9% |
| 1Y | -15.6% | +4.1% | -19.7% | -18.1% |
| 3Y | -33.7% | -4.6% | -29.1% | -33.9% |
| 5Y | -46.6% | +18.4% | -65.0% | -53.6% |
| All | +6.1% | +86.5% | -80.5% | -23.7% |
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