+509.7%
MDLZ vs CLF
+417.0%
+92.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.2% | +11.4% | -0.1% |
| 7D | +6.9% | -21.0% | +27.8% | +8.3% |
| 30D | +12.1% | -8.0% | +20.1% | +12.3% |
| 3M | +7.7% | -10.9% | +18.6% | +8.0% |
| 6M | +10.8% | +5.8% | +5.0% | +9.4% |
| YTD | +27.4% | -15.1% | +42.5% | +26.9% |
| 1Y | +23.5% | +7.2% | +16.3% | +21.0% |
| 3Y | +6.2% | -34.2% | +40.4% | +4.6% |
| 5Y | +22.9% | -49.6% | +72.5% | +21.1% |
| 10Y | +99.6% | +109.9% | -10.3% | +64.8% |
| All | +509.7% | +417.0% | +92.7% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling