+417.0%
MDLZ vs CF
+5,948.3%
-5,531.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.1% |
| 7D | -1.7% | +6.0% | -7.7% | -2.4% |
| 30D | -2.1% | +14.8% | -17.0% | -3.8% |
| 3M | +1.3% | +14.1% | -12.7% | -0.4% |
| 6M | +6.2% | +28.5% | -22.3% | +2.1% |
| YTD | +15.8% | +74.9% | -59.2% | +7.0% |
| 1Y | +4.1% | +61.7% | -57.6% | -3.0% |
| 3Y | -4.1% | +80.3% | -84.4% | -12.9% |
| 5Y | +13.4% | +226.0% | -212.6% | -7.5% |
| 10Y | +75.7% | +569.9% | -494.1% | +24.1% |
| All | +417.0% | +5,948.3% | -5,531.3% | +152.3% |
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