+32.2%
CVS vs MDLZ
+17.7%
+14.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -2.2% | +1.9% | -4.0% | -2.7% |
| 30D | -0.1% | +0.4% | -0.5% | -0.2% |
| 3M | -5.2% | -0.6% | -4.6% | -5.3% |
| 6M | +26.9% | +14.7% | +12.2% | +21.4% |
| YTD | +22.1% | +18.0% | +4.1% | +15.3% |
| 1Y | +30.8% | +4.1% | +26.7% | +28.4% |
| 3Y | +54.4% | -4.6% | +59.0% | +54.4% |
| All | +32.2% | +17.7% | +14.6% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling