-13.9%
CTSH vs MDLZ
-2.9%
-10.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | +0.4% | +1.4% | -1.0% | 0.0% |
| 3M | +10.6% | 0.0% | +10.6% | +10.4% |
| 6M | -8.8% | +9.1% | -18.0% | -10.0% |
| YTD | -28.6% | +17.9% | -46.6% | -30.7% |
| 1Y | -15.9% | +3.2% | -19.1% | -16.5% |
| All | -13.9% | -2.9% | -10.9% | -15.9% |
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 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