+53.2%
CSX vs MDLZ
+3.3%
+50.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -3.4% | -1.7% | -1.7% | -3.1% |
| 30D | -3.1% | -2.1% | -1.0% | -2.7% |
| 3M | +7.2% | +1.3% | +5.9% | +6.6% |
| 6M | +16.2% | +6.2% | +10.0% | +13.6% |
| YTD | +37.5% | +15.8% | +21.8% | +31.8% |
| 1Y | +53.2% | +4.1% | +49.1% | +50.7% |
| All | +53.2% | +3.3% | +50.0% | +50.7% |
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