+114.8%
CSCO vs MDLZ
+17.0%
+97.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | 0.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | +1.4% | -12.2% | -11.1% |
| 3M | -8.7% | 0.0% | -8.8% | -9.0% |
| 6M | +44.9% | +9.1% | +35.8% | +40.8% |
| YTD | +44.1% | +17.9% | +26.2% | +36.5% |
| 1Y | +65.9% | +3.2% | +62.6% | +63.3% |
| 3Y | +109.0% | -2.5% | +111.5% | +106.4% |
| 5Y | +114.8% | +17.6% | +97.2% | +83.3% |
| All | +114.8% | +17.0% | +97.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling