+456.8%
CVS vs MDLZ
+460.1%
-3.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -0.3% | +1.4% | -1.7% | -0.9% |
| 3M | -1.1% | 0.0% | -1.1% | -1.6% |
| 6M | +23.7% | +9.1% | +14.6% | +18.8% |
| YTD | +23.0% | +17.9% | +5.1% | +14.0% |
| 1Y | +37.2% | +3.2% | +33.9% | +34.0% |
| 3Y | +62.4% | -2.5% | +64.9% | +59.4% |
| 5Y | +31.8% | +17.6% | +14.2% | +18.8% |
| 10Y | +41.9% | +87.9% | -46.0% | +4.6% |
| All | +456.8% | +460.1% | -3.3% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling