+63.9%
CSCO vs MDLZ
+3.3%
+60.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.7% | -1.7% | +1.1% | -0.9% |
| 30D | -10.1% | -2.1% | -8.0% | -10.4% |
| 3M | -15.7% | +1.3% | -17.0% | -15.4% |
| 6M | +36.3% | +6.2% | +30.1% | +36.0% |
| YTD | +43.8% | +15.8% | +28.0% | +43.7% |
| 1Y | +63.9% | +4.1% | +59.8% | +63.6% |
| All | +63.9% | +3.3% | +60.7% | +63.6% |
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