+502.4%
MDLZ vs CB
+1,455.9%
-953.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +1.7% | +0.2% | +1.4% | +1.6% |
| 30D | +11.2% | +9.1% | +2.1% | +8.5% |
| 3M | +6.1% | +3.4% | +2.7% | +5.1% |
| 6M | +8.6% | +14.1% | -5.5% | +4.5% |
| YTD | +25.8% | +18.0% | +7.8% | +19.8% |
| 1Y | +21.7% | +30.1% | -8.5% | +12.6% |
| 3Y | +5.8% | +71.8% | -66.0% | -10.0% |
| 5Y | +21.4% | +101.8% | -80.4% | -2.1% |
| 10Y | +97.2% | +252.1% | -154.9% | +33.2% |
| All | +502.4% | +1,455.9% | -953.5% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling