+23.0%
MDLZ vs CL
+43.4%
-20.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.3% |
| 7D | +2.3% | +3.2% | -0.9% | +0.2% |
| 30D | +7.9% | +8.0% | -0.1% | +2.8% |
| 3M | +7.3% | +7.9% | -0.6% | +2.2% |
| 6M | +11.7% | +14.7% | -3.0% | +2.3% |
| YTD | +28.7% | +29.2% | -0.4% | +9.4% |
| 1Y | +22.8% | +29.5% | -6.8% | +3.9% |
| 3Y | +6.6% | +40.7% | -34.1% | -16.2% |
| All | +23.0% | +43.4% | -20.4% | -5.2% |
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