+35.4%
CVS vs MDLZ
+3.3%
+32.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -1.7% | +5.7% | +4.3% |
| 30D | -2.4% | -2.1% | -0.3% | -1.9% |
| 3M | +2.7% | +1.3% | +1.3% | +2.0% |
| 6M | +21.9% | +6.2% | +15.7% | +19.8% |
| YTD | +24.7% | +15.8% | +9.0% | +19.0% |
| 1Y | +35.4% | +4.1% | +31.3% | +34.2% |
| All | +35.4% | +3.3% | +32.2% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling