+1,017.4%
CVX vs MDLZ
+453.0%
+564.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +13.4% | -1.6% | +15.0% | +14.1% |
| 3M | +11.8% | +0.9% | +10.9% | +10.9% |
| 6M | +12.4% | +7.3% | +5.1% | +8.0% |
| YTD | +41.5% | +16.4% | +25.0% | +30.6% |
| 1Y | +41.6% | +3.0% | +38.6% | +37.9% |
| 3Y | +42.2% | -3.7% | +46.0% | +39.6% |
| 5Y | +166.0% | +15.6% | +150.4% | +133.8% |
| 10Y | +207.2% | +79.0% | +128.2% | +118.3% |
| All | +1,017.4% | +453.0% | +564.4% | +379.8% |
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