+8.9%
CRCL vs MDLZ
-2.5%
+11.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -11.2% | +1.9% | -13.1% | -10.6% |
| 30D | +27.1% | +0.4% | +26.7% | +27.4% |
| 3M | +9.6% | -0.6% | +10.3% | +10.2% |
| 6M | -19.7% | +14.7% | -34.4% | -17.2% |
| YTD | +14.2% | +18.0% | -3.7% | +11.4% |
| 1Y | -32.2% | +4.1% | -36.4% | -32.2% |
| All | +8.9% | -2.5% | +11.3% | +12.8% |
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