+5.6%
CVS vs MDLZ
+22.7%
-17.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.5% | -16.0% | -13.0% |
| 7D | -11.1% | +8.9% | -20.0% | -12.6% |
| 30D | -7.4% | +15.2% | -22.6% | -10.0% |
| 3M | -22.9% | +9.5% | -32.4% | -24.2% |
| 6M | -1.2% | +11.7% | -12.9% | -3.5% |
| YTD | +3.9% | +28.4% | -24.6% | -2.4% |
| 1Y | +5.6% | +24.4% | -18.9% | +1.3% |
| All | +5.6% | +22.7% | -17.1% | +1.3% |
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