+480.8%
MDLZ vs CBRE
+2,039.6%
-1,558.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.7% | +5.2% | -3.5% | +1.0% |
| 30D | +11.2% | +6.2% | +4.9% | +10.2% |
| 3M | +6.1% | -8.1% | +14.2% | +7.1% |
| 6M | +8.6% | -6.6% | +15.2% | +9.2% |
| YTD | +25.8% | -15.7% | +41.6% | +27.8% |
| 1Y | +21.7% | -9.7% | +31.3% | +22.4% |
| 3Y | +5.8% | +80.4% | -74.6% | -3.7% |
| 5Y | +21.4% | +27.0% | -5.6% | +14.6% |
| 10Y | +97.2% | +412.9% | -315.7% | +53.6% |
| All | +480.8% | +2,039.6% | -1,558.9% | +243.9% |
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