+55.4%
CVS vs MDLZ
-2.8%
+58.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.0% | +1.7% | -3.6% | -2.2% |
| 30D | +1.9% | +1.1% | +0.8% | +1.8% |
| 3M | -2.2% | -1.8% | -0.3% | -2.0% |
| 6M | +26.7% | +12.3% | +14.4% | +24.6% |
| YTD | +22.9% | +18.0% | +4.8% | +19.8% |
| 1Y | +32.9% | +3.8% | +29.1% | +31.6% |
| All | +55.4% | -2.8% | +58.3% | +52.5% |
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