+22.2%
MDLZ vs CI
+52.1%
-29.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | +7.9% | +6.4% | +1.6% | +6.7% |
| 3M | +8.9% | +10.7% | -1.8% | +6.8% |
| 6M | +10.5% | +5.5% | +5.0% | +9.1% |
| YTD | +27.1% | +11.4% | +15.8% | +24.1% |
| 1Y | +20.9% | +15.0% | +5.9% | +17.3% |
| 3Y | +5.5% | +9.0% | -3.4% | +1.8% |
| 5Y | +22.2% | +52.0% | -29.7% | +1.9% |
| All | +22.2% | +52.1% | -29.9% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling