+407.3%
MDLZ vs CBOE
+1,341.0%
-933.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | +2.3% | +6.3% | -4.0% | +0.9% |
| 30D | +7.9% | +24.9% | -17.0% | +2.6% |
| 3M | +7.3% | +28.5% | -21.2% | +0.9% |
| 6M | +11.7% | +2.9% | +8.8% | +10.0% |
| YTD | +28.7% | +50.7% | -21.9% | +15.4% |
| 1Y | +22.8% | +45.5% | -22.7% | +10.9% |
| 3Y | +6.6% | +116.3% | -109.7% | -13.4% |
| 5Y | +23.2% | +204.3% | -181.2% | -8.8% |
| 10Y | +108.7% | +526.3% | -417.6% | +29.6% |
| All | +407.3% | +1,341.0% | -933.7% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling