+34.8%
CTSH vs MDLZ
+108.1%
-73.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.4% |
| 7D | -2.1% | +2.3% | -4.4% | -3.3% |
| 30D | +1.4% | +7.9% | -6.6% | -2.5% |
| 3M | +7.5% | +7.3% | +0.2% | +3.6% |
| 6M | +39.6% | +11.7% | +27.9% | +32.1% |
| YTD | -22.3% | +28.7% | -51.1% | -32.4% |
| 1Y | -12.0% | +22.8% | -34.7% | -21.4% |
| 3Y | +1.8% | +6.6% | -4.8% | -4.6% |
| 5Y | -15.8% | +23.2% | -39.0% | -29.0% |
| All | +34.8% | +108.1% | -73.3% | -11.9% |
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