+507.1%
MDLZ vs CLX
+529.5%
-22.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | +2.2% | +13.6% | -11.5% | -2.5% |
| 30D | +10.1% | +29.1% | -18.9% | +0.3% |
| 3M | +9.1% | +1.6% | +7.5% | +8.1% |
| 6M | +10.0% | +18.7% | -8.7% | +2.5% |
| YTD | +26.8% | +11.1% | +15.7% | +20.6% |
| 1Y | +22.5% | +7.0% | +15.5% | +17.9% |
| 3Y | +5.3% | -10.0% | +15.3% | +7.2% |
| 5Y | +21.4% | -22.6% | +44.1% | +27.5% |
| 10Y | +102.0% | +29.3% | +72.7% | +67.2% |
| All | +507.1% | +529.5% | -22.3% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling