+194.6%
CMCSA vs MDLZ
+460.1%
-265.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.3% | -7.9% | -7.2% |
| 7D | -8.3% | 0.0% | -8.2% | -8.3% |
| 30D | -2.4% | +1.4% | -3.9% | -3.2% |
| 3M | +4.5% | 0.0% | +4.5% | +4.3% |
| 6M | -18.8% | +9.1% | -27.9% | -22.6% |
| YTD | -8.9% | +17.9% | -26.9% | -16.8% |
| 1Y | -18.3% | +3.2% | -21.5% | -20.4% |
| 3Y | -35.0% | -2.5% | -32.5% | -36.0% |
| 5Y | -48.2% | +17.6% | -65.7% | -54.0% |
| 10Y | +4.6% | +87.9% | -83.4% | -27.7% |
| All | +194.6% | +460.1% | -265.4% | +12.1% |
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