+502.4%
MDLZ vs CI
+1,004.0%
-501.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | +1.7% | -1.6% | +3.2% | +2.0% |
| 30D | +11.2% | +5.4% | +5.8% | +10.1% |
| 3M | +6.1% | +7.3% | -1.1% | +4.7% |
| 6M | +8.6% | +5.3% | +3.3% | +7.3% |
| YTD | +25.8% | +8.5% | +17.4% | +23.5% |
| 1Y | +21.7% | +17.1% | +4.6% | +17.8% |
| 3Y | +5.8% | +1.4% | +4.4% | +3.3% |
| 5Y | +21.4% | +50.5% | -29.1% | +9.5% |
| 10Y | +97.2% | +168.5% | -71.3% | +57.2% |
| All | +502.4% | +1,004.0% | -501.6% | +251.3% |
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