+10.9%
CMG vs MDLZ
+22.7%
-11.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.4% | +5.1% |
| 7D | +22.5% | +8.9% | +13.6% | +20.5% |
| 30D | +14.1% | +15.2% | -1.1% | +11.3% |
| 3M | +4.1% | +9.5% | -5.4% | +2.4% |
| 6M | +10.1% | +11.7% | -1.6% | +7.2% |
| YTD | -4.9% | +28.4% | -33.3% | -11.9% |
| 1Y | +10.9% | +24.4% | -13.5% | +5.5% |
| All | +10.9% | +22.7% | -11.7% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling