+18.7%
CTSH vs MDLZ
+86.6%
-67.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.8% | +1.7% | -11.4% | -10.5% |
| 30D | +0.1% | +1.1% | -1.0% | -0.5% |
| 3M | +13.2% | -1.8% | +15.1% | +14.5% |
| 6M | -6.2% | +12.3% | -18.5% | -11.6% |
| YTD | -28.5% | +18.0% | -46.5% | -34.7% |
| 1Y | -13.8% | +3.8% | -17.6% | -16.3% |
| 3Y | -13.7% | -2.4% | -11.3% | -15.5% |
| 5Y | -16.7% | +18.4% | -35.1% | -28.3% |
| All | +18.7% | +86.6% | -67.9% | -16.1% |
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