+52.0%
CSX vs MDLZ
+22.9%
+29.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +6.8% | +10.0% | -3.2% | +3.5% |
| 3M | +0.7% | +7.1% | -6.4% | -1.7% |
| 6M | +13.3% | +9.8% | +3.4% | +9.3% |
| YTD | +40.5% | +26.6% | +13.9% | +28.3% |
| 1Y | +44.7% | +20.3% | +24.4% | +34.5% |
| 3Y | +74.5% | +5.4% | +69.1% | +67.2% |
| 5Y | +52.0% | +22.2% | +29.8% | +29.8% |
| All | +52.0% | +22.9% | +29.1% | +29.8% |
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 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