+219.4%
MDLZ vs CG
+351.2%
-131.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | -1.7% | -4.3% | +2.6% | -1.1% |
| 30D | -2.1% | -5.1% | +3.0% | -1.4% |
| 3M | +1.3% | +8.7% | -7.4% | -0.3% |
| 6M | +6.2% | -9.2% | +15.4% | +7.2% |
| YTD | +15.8% | -18.9% | +34.6% | +18.6% |
| 1Y | +4.1% | -25.6% | +29.8% | +7.9% |
| 3Y | -4.1% | +57.3% | -61.4% | -16.4% |
| 5Y | +13.4% | +10.2% | +3.2% | +2.9% |
| 10Y | +75.7% | +364.2% | -288.5% | +12.3% |
| All | +219.4% | +351.2% | -131.8% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling