+496.7%
CSX vs MDLZ
+83.6%
+413.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.9% |
| 7D | -0.6% | 0.0% | -0.5% | -0.6% |
| 30D | -3.2% | +1.4% | -4.7% | -4.0% |
| 3M | +2.6% | 0.0% | +2.6% | +2.0% |
| 6M | +19.8% | +9.1% | +10.7% | +13.9% |
| YTD | +34.7% | +17.9% | +16.7% | +22.6% |
| 1Y | +52.1% | +3.2% | +48.9% | +47.7% |
| 3Y | +68.4% | -2.5% | +70.9% | +64.4% |
| 5Y | +65.1% | +17.6% | +47.5% | +42.8% |
| 10Y | +496.7% | +87.9% | +408.8% | +319.8% |
| All | +496.7% | +83.6% | +413.1% | +319.8% |
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