+7.1%
CRM vs MDLZ
+3.3%
+3.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +1.3% | -1.7% | +3.0% | +1.1% |
| 30D | +34.3% | -2.1% | +36.4% | +34.1% |
| 3M | +37.7% | +1.3% | +36.4% | +37.7% |
| 6M | +34.9% | +6.2% | +28.7% | +37.6% |
| YTD | -1.6% | +15.8% | -17.4% | +4.1% |
| 1Y | +7.1% | +4.1% | +3.0% | +10.5% |
| All | +7.1% | +3.3% | +3.9% | +10.5% |
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