+69.1%
CSCO vs MDLZ
+3.7%
+65.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.7% | +1.9% | +0.8% | +3.0% |
| 30D | -9.5% | +0.4% | -9.9% | -9.4% |
| 3M | -7.6% | -0.6% | -7.0% | -7.1% |
| 6M | +44.9% | +14.7% | +30.2% | +44.9% |
| YTD | +47.7% | +18.0% | +29.7% | +47.7% |
| 1Y | +69.1% | +4.1% | +65.0% | +69.6% |
| All | +69.1% | +3.7% | +65.4% | +69.6% |
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