+795.2%
CSCO vs MDLZ
+453.0%
+342.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | -10.1% | -1.6% | -8.5% | -9.7% |
| 3M | -11.7% | +0.9% | -12.6% | -12.9% |
| 6M | +40.1% | +7.3% | +32.8% | +33.8% |
| YTD | +43.8% | +16.4% | +27.3% | +31.8% |
| 1Y | +66.6% | +3.0% | +63.7% | +61.0% |
| 3Y | +108.5% | -3.7% | +112.2% | +103.2% |
| 5Y | +114.0% | +15.6% | +98.3% | +89.1% |
| 10Y | +366.8% | +79.0% | +287.9% | +233.8% |
| All | +795.2% | +453.0% | +342.2% | +274.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling