+454.2%
MDLZ vs CL
+433.6%
+20.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -1.7% | -2.2% | +0.4% | -0.6% |
| 30D | -2.1% | -4.8% | +2.7% | +0.5% |
| 3M | +1.3% | +4.9% | -3.6% | -1.2% |
| 6M | +6.2% | -5.7% | +11.9% | +9.3% |
| YTD | +15.8% | +14.4% | +1.4% | +7.6% |
| 1Y | +4.1% | +8.7% | -4.6% | -0.9% |
| 3Y | -4.1% | +30.0% | -34.1% | -17.3% |
| 5Y | +13.4% | +28.4% | -15.0% | -1.8% |
| 10Y | +75.7% | +50.1% | +25.6% | +39.3% |
| All | +454.2% | +433.6% | +20.6% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling