+473.5%
MDLZ vs CF
+4,965.4%
-4,491.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.0% |
| 7D | +8.9% | -6.9% | +15.8% | +9.8% |
| 30D | +15.2% | -3.7% | +18.9% | +15.7% |
| 3M | +9.5% | -5.0% | +14.5% | +9.9% |
| 6M | +11.7% | -10.5% | +22.1% | +12.7% |
| YTD | +28.4% | +46.5% | -18.1% | +21.1% |
| 1Y | +24.4% | +34.8% | -10.4% | +18.4% |
| 3Y | +7.1% | +46.7% | -39.6% | -0.3% |
| 5Y | +24.2% | +112.0% | -87.8% | +7.3% |
| 10Y | +101.3% | +529.7% | -428.4% | +43.1% |
| All | +473.5% | +4,965.4% | -4,491.9% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling