+74.8%
MDLZ vs CI
+145.0%
-70.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | -2.1% | +4.4% | -6.6% | -3.2% |
| 3M | +1.3% | +0.7% | +0.7% | +1.0% |
| 6M | +6.2% | +0.3% | +5.9% | +5.7% |
| YTD | +15.8% | +3.8% | +12.0% | +14.2% |
| 1Y | +4.1% | -5.5% | +9.6% | +4.4% |
| 3Y | -4.1% | +8.1% | -12.2% | -9.1% |
| 5Y | +13.4% | +42.8% | -29.4% | -2.1% |
| All | +74.8% | +145.0% | -70.2% | +31.0% |
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