+102.0%
MDLZ vs CFG
+230.2%
-128.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +10.1% | +2.8% | +7.4% | +9.7% |
| 3M | +9.1% | -10.1% | +19.2% | +10.7% |
| 6M | +10.0% | +3.2% | +6.8% | +9.2% |
| YTD | +26.8% | +14.2% | +12.6% | +23.7% |
| 1Y | +22.5% | +27.4% | -4.9% | +17.4% |
| 3Y | +5.3% | +187.6% | -182.3% | -13.7% |
| 5Y | +21.4% | +65.7% | -44.2% | +7.9% |
| 10Y | +102.0% | +219.7% | -117.6% | +63.6% |
| All | +102.0% | +230.2% | -128.1% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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