+3,994.3%
CMG vs MDLZ
+456.1%
+3,538.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | -6.5% | 0.0% | -6.4% | -6.5% |
| 30D | +12.1% | +1.4% | +10.7% | +11.4% |
| 3M | +20.6% | 0.0% | +20.6% | +20.1% |
| 6M | +2.1% | +9.1% | -7.0% | -2.2% |
| YTD | -2.6% | +17.9% | -20.6% | -10.3% |
| 1Y | -8.7% | +3.2% | -11.9% | -11.1% |
| 3Y | -7.4% | -2.5% | -4.9% | -9.5% |
| 5Y | -5.7% | +17.6% | -23.2% | -16.2% |
| 10Y | +322.3% | +87.9% | +234.4% | +192.4% |
| All | +3,994.3% | +456.1% | +3,538.3% | +1,378.8% |
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 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