+104.5%
MDLZ vs CI
+145.6%
-41.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | +8.2% | +4.9% | +3.4% | +7.0% |
| 3M | +8.0% | +7.4% | +0.6% | +6.0% |
| 6M | +9.7% | +0.4% | +9.4% | +9.3% |
| YTD | +26.9% | +9.5% | +17.4% | +23.4% |
| 1Y | +20.9% | +12.0% | +8.9% | +16.9% |
| 3Y | +5.3% | +7.1% | -1.8% | +0.3% |
| 5Y | +21.4% | +49.3% | -27.9% | +3.5% |
| All | +104.5% | +145.6% | -41.0% | +45.2% |
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