+179.7%
MDLZ vs CDW
+903.1%
-723.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | +3.2% | -4.9% | -2.4% |
| 30D | -2.1% | +9.3% | -11.4% | -4.3% |
| 3M | +1.3% | +9.8% | -8.5% | -1.5% |
| 6M | +6.2% | +23.3% | -17.1% | -0.9% |
| YTD | +15.8% | +13.7% | +2.1% | +9.8% |
| 1Y | +4.1% | -6.5% | +10.6% | +3.4% |
| 3Y | -4.1% | -25.2% | +21.1% | -1.4% |
| 5Y | +13.4% | -19.5% | +32.8% | +11.5% |
| 10Y | +75.7% | +285.8% | -210.1% | +3.1% |
| All | +179.7% | +903.1% | -723.4% | +45.1% |
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