+22.2%
MDLZ vs CB
+101.1%
-79.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +1.7% | +0.2% | +1.4% | +1.6% |
| 30D | +11.2% | +9.1% | +2.1% | +8.0% |
| 3M | +6.1% | +3.4% | +2.7% | +4.9% |
| 6M | +8.6% | +14.1% | -5.5% | +3.8% |
| YTD | +25.8% | +18.0% | +7.8% | +18.7% |
| 1Y | +21.7% | +30.1% | -8.5% | +10.9% |
| 3Y | +5.8% | +71.8% | -66.0% | -12.9% |
| All | +22.2% | +101.1% | -79.0% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling