+16.5%
MDLZ vs CL
+28.4%
-11.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.6% |
| 7D | -1.7% | -2.2% | +0.4% | -0.4% |
| 30D | -2.1% | -4.8% | +2.7% | +1.0% |
| 3M | +1.3% | +4.9% | -3.6% | -1.6% |
| 6M | +6.2% | -5.7% | +11.9% | +10.0% |
| YTD | +15.8% | +14.4% | +1.4% | +6.2% |
| 1Y | +4.1% | +8.7% | -4.6% | -1.6% |
| 3Y | -4.1% | +30.0% | -34.1% | -21.0% |
| All | +16.5% | +28.4% | -11.9% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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