+238.9%
CRM vs MDLZ
+86.5%
+152.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | +1.9% | -6.3% | -5.2% |
| 30D | +28.1% | +0.4% | +27.7% | +27.8% |
| 3M | +48.8% | -0.6% | +49.5% | +49.1% |
| 6M | +28.3% | +14.7% | +13.5% | +20.1% |
| YTD | -6.0% | +18.0% | -24.0% | -13.7% |
| 1Y | +1.4% | +4.1% | -2.7% | -1.8% |
| 3Y | +11.8% | -4.6% | +16.4% | +9.7% |
| 5Y | -2.0% | +18.4% | -20.4% | -16.9% |
| All | +238.9% | +86.5% | +152.4% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling