+22.2%
MDLZ vs CB
+105.3%
-83.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | +7.9% | +7.3% | +0.6% | +5.4% |
| 3M | +8.9% | +7.0% | +1.9% | +6.4% |
| 6M | +10.5% | +16.3% | -5.9% | +4.9% |
| YTD | +27.1% | +19.7% | +7.4% | +19.3% |
| 1Y | +20.9% | +27.8% | -6.9% | +10.9% |
| 3Y | +5.5% | +72.0% | -66.5% | -13.2% |
| 5Y | +22.2% | +104.9% | -82.6% | -6.8% |
| All | +22.2% | +105.3% | -83.0% | -6.8% |
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