+22.9%
MDLZ vs CL
+43.3%
-20.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +6.9% | +5.9% | +0.9% | +3.1% |
| 30D | +12.1% | +13.8% | -1.7% | +3.4% |
| 3M | +7.7% | +6.4% | +1.3% | +3.5% |
| 6M | +10.8% | +15.6% | -4.8% | +1.0% |
| YTD | +27.4% | +27.9% | -0.5% | +8.9% |
| 1Y | +23.5% | +31.4% | -7.9% | +3.6% |
| 3Y | +6.2% | +41.4% | -35.2% | -16.8% |
| 5Y | +22.9% | +42.8% | -19.9% | -5.1% |
| All | +22.9% | +43.3% | -20.4% | -5.1% |
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