+92.2%
MDLZ vs CG
+320.1%
-228.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -5.9% | -0.3% |
| 7D | +0.1% | +3.0% | -3.0% | -0.4% |
| 30D | +10.0% | +10.1% | -0.1% | +8.4% |
| 3M | +7.1% | -10.8% | +17.9% | +8.5% |
| 6M | +9.8% | -15.2% | +25.0% | +11.8% |
| YTD | +26.6% | -26.9% | +53.6% | +31.1% |
| 1Y | +20.3% | -17.0% | +37.4% | +22.0% |
| 3Y | +5.4% | +54.6% | -49.2% | -8.0% |
| 5Y | +22.2% | -16.7% | +39.0% | +17.7% |
| 10Y | +92.2% | +320.1% | -228.0% | +33.7% |
| All | +92.2% | +320.1% | -228.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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