+508.6%
MDLZ vs CLF
+502.8%
+5.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.1% |
| 7D | -1.0% | +2.3% | -3.3% | -1.2% |
| 30D | +7.9% | +1.9% | +6.0% | +7.5% |
| 3M | +8.9% | +5.9% | +3.0% | +8.0% |
| 6M | +10.5% | +16.9% | -6.4% | +8.4% |
| YTD | +27.1% | -1.1% | +28.2% | +25.4% |
| 1Y | +20.9% | +28.8% | -7.9% | +17.1% |
| 3Y | +5.5% | -20.6% | +26.1% | +2.7% |
| 5Y | +22.2% | -41.5% | +63.8% | +19.3% |
| 10Y | +106.1% | +87.5% | +18.6% | +72.0% |
| All | +508.6% | +502.8% | +5.8% | +288.0% |
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 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