+22.8%
MDLZ vs CLF
+15.2%
+7.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.4% |
| 7D | +2.3% | +10.4% | -8.1% | +2.6% |
| 30D | +7.9% | +0.6% | +7.4% | +7.9% |
| 3M | +7.3% | +4.1% | +3.1% | +7.2% |
| 6M | +11.7% | +15.1% | -3.4% | +11.4% |
| YTD | +28.7% | -4.7% | +33.5% | +26.4% |
| 1Y | +22.8% | +20.4% | +2.4% | +18.8% |
| All | +22.8% | +15.2% | +7.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling