+21.6%
MDLZ vs CFG
+63.2%
-41.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | +7.9% | +3.1% | +4.8% | +7.6% |
| 3M | +8.9% | -9.7% | +18.6% | +9.9% |
| 6M | +10.5% | +6.7% | +3.8% | +9.6% |
| YTD | +27.1% | +15.2% | +12.0% | +24.9% |
| 1Y | +20.9% | +28.8% | -7.9% | +17.3% |
| 3Y | +5.5% | +190.1% | -184.5% | -9.7% |
| All | +21.6% | +63.2% | -41.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling