+24.4%
MDLZ vs CBOE
+39.5%
-15.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +7.7% | +1.2% | +8.0% |
| 30D | +15.2% | +24.4% | -9.2% | +12.9% |
| 3M | +9.5% | +20.0% | -10.5% | +7.6% |
| 6M | +11.7% | +2.4% | +9.3% | +11.3% |
| YTD | +28.4% | +38.5% | -10.1% | +24.1% |
| 1Y | +24.4% | +39.0% | -14.5% | +20.3% |
| All | +24.4% | +39.5% | -15.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling