+356.3%
MDLZ vs CBOE
+1,045.3%
-689.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.7% | -3.6% | +1.9% | -1.0% |
| 30D | -2.1% | +5.1% | -7.2% | -3.4% |
| 3M | +1.3% | +4.6% | -3.3% | -0.3% |
| 6M | +6.2% | -0.3% | +6.5% | +5.1% |
| YTD | +15.8% | +19.8% | -4.0% | +9.6% |
| 1Y | +4.1% | +28.4% | -24.2% | -3.3% |
| 3Y | -4.1% | +104.1% | -108.2% | -21.2% |
| 5Y | +13.4% | +150.9% | -137.5% | -12.3% |
| 10Y | +75.7% | +393.5% | -317.8% | +15.3% |
| All | +356.3% | +1,045.3% | -689.1% | +145.5% |
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