+107.6%
MDLZ vs CF
+479.1%
-371.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +2.3% | +4.8% | -2.5% | +1.8% |
| 30D | +7.9% | +4.7% | +3.2% | +7.4% |
| 3M | +7.3% | +7.4% | -0.2% | +6.3% |
| 6M | +11.7% | +0.6% | +11.1% | +11.3% |
| YTD | +28.7% | +64.1% | -35.4% | +20.3% |
| 1Y | +22.8% | +51.4% | -28.6% | +15.8% |
| 3Y | +6.6% | +67.8% | -61.2% | -1.9% |
| 5Y | +23.2% | +114.1% | -91.0% | +5.8% |
| All | +107.6% | +479.1% | -371.5% | +52.2% |
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