+106.1%
MDLZ vs CG
+299.0%
-192.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -1.0% | -3.8% | +2.8% | -0.5% |
| 30D | +7.9% | +7.5% | +0.4% | +6.8% |
| 3M | +8.9% | -14.4% | +23.3% | +11.1% |
| 6M | +10.5% | -15.7% | +26.1% | +12.6% |
| YTD | +27.1% | -29.0% | +56.1% | +32.2% |
| 1Y | +20.9% | -22.1% | +43.0% | +23.8% |
| 3Y | +5.5% | +49.1% | -43.6% | -7.5% |
| 5Y | +22.2% | -18.4% | +40.6% | +18.0% |
| 10Y | +106.1% | +295.1% | -189.0% | +40.4% |
| All | +106.1% | +299.0% | -192.8% | +40.4% |
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