-33.8%
CMCSA vs MDLZ
-2.8%
-30.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -5.6% | +1.7% | -7.2% | -6.1% |
| 30D | -1.9% | +1.1% | -3.0% | -2.2% |
| 3M | +6.4% | -1.8% | +8.3% | +6.9% |
| 6M | -16.9% | +12.3% | -29.2% | -19.9% |
| YTD | -6.8% | +18.0% | -24.8% | -11.7% |
| 1Y | -15.9% | +3.8% | -19.7% | -17.3% |
| All | -33.8% | -2.8% | -30.9% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling