-7.1%
CMG vs MDLZ
-2.9%
-4.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | +1.9% | -3.9% | -2.3% |
| 30D | +10.9% | +0.4% | +10.5% | +10.9% |
| 3M | +15.8% | -0.6% | +16.5% | +15.7% |
| 6M | +6.9% | +14.7% | -7.8% | +5.0% |
| YTD | -2.2% | +18.0% | -20.1% | -4.9% |
| 1Y | -7.1% | +4.1% | -11.2% | -8.3% |
| 3Y | -7.1% | -4.6% | -2.5% | -10.8% |
| All | -7.1% | -2.9% | -4.2% | -10.8% |
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