+434.3%
MDLZ vs CBRE
+2,234.5%
-1,800.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.7% | -2.0% | +0.2% | -1.5% |
| 30D | -2.1% | -2.2% | +0.1% | -1.9% |
| 3M | +1.3% | +12.9% | -11.6% | -0.4% |
| 6M | +6.2% | +4.3% | +1.9% | +5.4% |
| YTD | +15.8% | -8.0% | +23.8% | +16.4% |
| 1Y | +4.1% | -8.6% | +12.7% | +4.7% |
| 3Y | -4.1% | +71.9% | -76.0% | -12.2% |
| 5Y | +13.4% | +50.0% | -36.7% | +4.8% |
| 10Y | +75.7% | +390.1% | -314.3% | +37.5% |
| All | +434.3% | +2,234.5% | -1,800.1% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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