+20.9%
MDLZ vs CLF
+27.9%
-7.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.3% |
| 7D | -1.0% | +2.3% | -3.3% | -0.9% |
| 30D | +7.9% | +1.9% | +6.0% | +8.0% |
| 3M | +8.9% | +5.9% | +3.0% | +9.0% |
| 6M | +10.5% | +16.9% | -6.4% | +10.3% |
| YTD | +27.1% | -1.1% | +28.2% | +25.4% |
| 1Y | +20.9% | +28.8% | -7.9% | +17.0% |
| All | +20.9% | +27.9% | -7.0% | +17.0% |
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