+90.0%
MDLZ vs CF
+561.7%
-471.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +1.7% | -3.2% | +4.8% | +1.9% |
| 30D | +11.2% | +4.3% | +6.9% | +10.7% |
| 3M | +6.1% | +2.8% | +3.3% | +5.7% |
| 6M | +8.6% | +0.6% | +7.9% | +8.1% |
| YTD | +25.8% | +56.6% | -30.8% | +18.5% |
| 1Y | +21.7% | +49.6% | -27.9% | +15.1% |
| 3Y | +5.8% | +61.5% | -55.7% | -2.0% |
| 5Y | +21.4% | +124.0% | -102.6% | +3.8% |
| All | +90.0% | +561.7% | -471.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling