+103.9%
MDLZ vs CLBK
+63.3%
+40.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.2% | +2.9% | -0.7% | +1.7% |
| 30D | +10.1% | +5.4% | +4.8% | +9.2% |
| 3M | +9.1% | +5.8% | +3.3% | +7.9% |
| 6M | +10.0% | +28.9% | -18.9% | +4.9% |
| YTD | +26.8% | +61.8% | -35.0% | +15.8% |
| 1Y | +22.5% | +63.1% | -40.6% | +11.6% |
| 3Y | +5.3% | +55.3% | -50.1% | -5.4% |
| 5Y | +21.4% | +28.0% | -6.5% | +10.7% |
| All | +103.9% | +63.3% | +40.6% | +63.9% |
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