+219.2%
CVX vs MDLZ
+86.5%
+132.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +2.6% | +1.9% | +0.7% | +1.8% |
| 30D | +9.8% | +0.4% | +9.4% | +9.5% |
| 3M | +16.2% | -0.6% | +16.8% | +16.1% |
| 6M | +13.6% | +14.7% | -1.1% | +5.8% |
| YTD | +44.4% | +18.0% | +26.4% | +32.2% |
| 1Y | +40.6% | +4.1% | +36.5% | +36.2% |
| 3Y | +48.2% | -4.6% | +52.8% | +46.2% |
| 5Y | +172.3% | +18.4% | +153.9% | +128.4% |
| All | +219.2% | +86.5% | +132.6% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling