+107.6%
MDLZ vs CB
+250.2%
-142.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +2.3% | +2.9% | -0.6% | +1.2% |
| 30D | +7.9% | +7.3% | +0.6% | +5.1% |
| 3M | +7.3% | +9.4% | -2.1% | +3.6% |
| 6M | +11.7% | +19.6% | -7.9% | +4.2% |
| YTD | +28.7% | +21.5% | +7.3% | +19.1% |
| 1Y | +22.8% | +28.0% | -5.2% | +11.3% |
| 3Y | +6.6% | +74.9% | -68.3% | -15.1% |
| 5Y | +23.2% | +108.1% | -85.0% | -9.7% |
| All | +107.6% | +250.2% | -142.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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