+23.0%
MDLZ vs CG
-23.0%
+46.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +7.9% | +11.2% | -3.2% | +7.1% |
| 3M | +7.3% | -22.1% | +29.3% | +9.1% |
| 6M | +11.7% | -17.9% | +29.6% | +13.1% |
| YTD | +28.7% | -31.3% | +60.0% | +31.8% |
| 1Y | +22.8% | -24.0% | +46.7% | +24.5% |
| 3Y | +6.6% | +45.0% | -38.4% | -3.3% |
| All | +23.0% | -23.0% | +46.0% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling