+70.6%
CSX vs MDLZ
-4.0%
+74.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -2.3% | -1.6% | -0.7% | -2.0% |
| 3M | +4.3% | +0.9% | +3.4% | +3.9% |
| 6M | +23.4% | +7.3% | +16.0% | +21.1% |
| YTD | +36.4% | +16.4% | +20.0% | +31.5% |
| 1Y | +53.0% | +3.0% | +50.1% | +50.8% |
| 3Y | +70.6% | -3.7% | +74.4% | +69.8% |
| All | +70.6% | -4.0% | +74.6% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling