+92.2%
MDLZ vs CI
+158.0%
-65.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +10.0% | +4.7% | +5.3% | +8.8% |
| 3M | +7.1% | +5.2% | +1.8% | +5.7% |
| 6M | +9.8% | +3.8% | +6.0% | +8.5% |
| YTD | +26.6% | +9.2% | +17.4% | +23.2% |
| 1Y | +20.3% | +14.3% | +6.1% | +15.7% |
| 3Y | +5.4% | +8.4% | -3.0% | 0.0% |
| 5Y | +22.2% | +50.0% | -27.8% | +4.1% |
| 10Y | +92.2% | +142.2% | -50.0% | +33.6% |
| All | +92.2% | +158.0% | -65.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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