+15.0%
MDLZ vs CG
+11.9%
+3.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -1.7% | -4.3% | +2.6% | -1.4% |
| 30D | -2.1% | -5.1% | +3.0% | -1.8% |
| 3M | +1.3% | +8.7% | -7.4% | +0.6% |
| 6M | +6.2% | -9.2% | +15.4% | +6.8% |
| YTD | +15.8% | -18.9% | +34.6% | +17.3% |
| 1Y | +4.1% | -25.6% | +29.8% | +6.1% |
| 3Y | -4.1% | +57.3% | -61.4% | -12.9% |
| All | +15.0% | +11.9% | +3.0% | +5.4% |
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 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