+502.4%
MDLZ vs CLX
+490.3%
+12.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.7% | +13.6% | -11.9% | -3.0% |
| 30D | +11.2% | +23.4% | -12.2% | +3.0% |
| 3M | +6.1% | -2.8% | +9.0% | +6.9% |
| 6M | +8.6% | +14.0% | -5.4% | +2.7% |
| YTD | +25.8% | +4.2% | +21.7% | +22.5% |
| 1Y | +21.7% | -1.2% | +22.8% | +20.6% |
| 3Y | +5.8% | -12.7% | +18.5% | +8.9% |
| 5Y | +21.4% | -26.5% | +47.9% | +29.9% |
| 10Y | +97.2% | +20.2% | +77.0% | +67.8% |
| All | +502.4% | +490.3% | +12.1% | +211.6% |
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