+509.7%
MDLZ vs CI
+1,033.7%
-524.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +6.9% | +1.0% | +5.8% | +6.7% |
| 30D | +12.1% | +9.9% | +2.2% | +10.2% |
| 3M | +7.7% | +12.1% | -4.4% | +5.4% |
| 6M | +10.8% | +10.6% | +0.2% | +8.5% |
| YTD | +27.4% | +11.4% | +16.0% | +24.4% |
| 1Y | +23.5% | +18.8% | +4.7% | +19.2% |
| 3Y | +6.2% | +2.9% | +3.3% | +3.5% |
| 5Y | +22.9% | +54.5% | -31.6% | +10.3% |
| 10Y | +99.6% | +175.7% | -76.1% | +58.4% |
| All | +509.7% | +1,033.7% | -524.0% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling