+79.0%
MDLZ vs CLX
-3.9%
+82.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.1% |
| 7D | 0.0% | -3.5% | +3.6% | +1.3% |
| 30D | -1.6% | -11.9% | +10.3% | +2.8% |
| 3M | +0.9% | -2.6% | +3.5% | +1.5% |
| 6M | +7.3% | -18.2% | +25.5% | +14.3% |
| YTD | +16.4% | -5.9% | +22.4% | +17.9% |
| 1Y | +3.0% | -23.8% | +26.8% | +12.2% |
| 3Y | -3.7% | -33.6% | +29.9% | +9.1% |
| 5Y | +15.6% | -35.7% | +51.3% | +29.7% |
| 10Y | +79.0% | -2.5% | +81.5% | +51.8% |
| All | +79.0% | -3.9% | +82.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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