+18.3%
MDLZ vs CBOE
+148.7%
-130.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -0.8% | +0.7% | +0.1% |
| 30D | +1.4% | +2.7% | -1.2% | +0.8% |
| 3M | 0.0% | +0.7% | -0.7% | -0.5% |
| 6M | +9.1% | -2.0% | +11.1% | +8.5% |
| YTD | +17.9% | +17.1% | +0.8% | +12.6% |
| 1Y | +3.2% | +26.5% | -23.3% | -3.4% |
| 3Y | -2.5% | +96.1% | -98.6% | -18.7% |
| All | +18.3% | +148.7% | -130.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling