+379.9%
CSCO vs MDLZ
+86.5%
+293.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.7% | +1.9% | +0.8% | +1.9% |
| 30D | -9.5% | +0.4% | -9.9% | -9.8% |
| 3M | -7.6% | -0.6% | -7.0% | -8.1% |
| 6M | +44.9% | +14.7% | +30.2% | +34.0% |
| YTD | +47.7% | +18.0% | +29.7% | +33.9% |
| 1Y | +69.1% | +4.1% | +65.0% | +62.6% |
| 3Y | +113.5% | -4.6% | +118.1% | +109.3% |
| 5Y | +122.8% | +18.4% | +104.4% | +88.2% |
| All | +379.9% | +86.5% | +293.4% | +221.5% |
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