+89.6%
MDLZ vs CLBK
+64.7%
+24.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | 0.0% | -1.5% | +1.4% | +0.2% |
| 30D | +1.4% | +6.7% | -5.2% | +0.3% |
| 3M | 0.0% | +21.2% | -21.1% | -3.4% |
| 6M | +9.1% | +42.0% | -32.8% | +2.4% |
| YTD | +17.9% | +63.3% | -45.3% | +7.6% |
| 1Y | +3.2% | +65.4% | -62.2% | -6.3% |
| 3Y | -2.5% | +52.5% | -55.0% | -12.0% |
| 5Y | +17.6% | +42.0% | -24.4% | +3.3% |
| All | +89.6% | +64.7% | +24.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling