+102.0%
MDLZ vs CI
+147.8%
-45.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.5% |
| 7D | +2.2% | +2.6% | -0.4% | +1.5% |
| 30D | +10.1% | +7.3% | +2.8% | +8.3% |
| 3M | +9.1% | +9.5% | -0.4% | +6.6% |
| 6M | +10.0% | +6.4% | +3.5% | +7.9% |
| YTD | +26.8% | +12.0% | +14.8% | +22.6% |
| 1Y | +22.5% | +20.1% | +2.4% | +16.4% |
| 3Y | +5.3% | +9.6% | -4.3% | -0.3% |
| 5Y | +21.4% | +52.7% | -31.3% | +3.0% |
| 10Y | +102.0% | +150.3% | -48.2% | +41.4% |
| All | +102.0% | +147.8% | -45.8% | +41.4% |
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