+206.4%
MDLZ vs CDW
+1,014.9%
-808.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.5% |
| 7D | +2.2% | +13.1% | -10.9% | -0.6% |
| 30D | +10.1% | +19.1% | -9.0% | +5.7% |
| 3M | +9.1% | +24.7% | -15.6% | +3.1% |
| 6M | +10.0% | +63.4% | -53.4% | -3.3% |
| YTD | +26.8% | +26.3% | +0.5% | +16.9% |
| 1Y | +22.5% | +20.6% | +1.9% | +14.2% |
| 3Y | +5.3% | -16.3% | +21.6% | +5.0% |
| 5Y | +21.4% | -3.9% | +25.4% | +13.8% |
| 10Y | +102.0% | +331.5% | -229.5% | +15.0% |
| All | +206.4% | +1,014.9% | -808.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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