+16.5%
MDLZ vs CF
+227.0%
-210.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | -0.2% |
| 7D | -1.7% | +6.0% | -7.7% | -1.9% |
| 30D | -2.1% | +14.8% | -17.0% | -2.4% |
| 3M | +1.3% | +14.1% | -12.7% | +1.0% |
| 6M | +6.2% | +28.5% | -22.3% | +5.2% |
| YTD | +15.8% | +74.9% | -59.2% | +13.2% |
| 1Y | +4.1% | +61.7% | -57.6% | +2.0% |
| 3Y | -4.1% | +80.3% | -84.4% | -6.8% |
| All | +16.5% | +227.0% | -210.5% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling