+454.2%
MDLZ vs CLX
+441.7%
+12.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -1.7% | -9.2% | +7.5% | +1.7% |
| 30D | -2.1% | -11.0% | +8.9% | +2.0% |
| 3M | +1.3% | +5.0% | -3.7% | -0.8% |
| 6M | +6.2% | -18.8% | +25.0% | +13.5% |
| YTD | +15.8% | -4.4% | +20.2% | +16.6% |
| 1Y | +4.1% | -21.9% | +26.0% | +12.6% |
| 3Y | -4.1% | -32.8% | +28.7% | +8.6% |
| 5Y | +13.4% | -34.6% | +47.9% | +26.8% |
| 10Y | +75.7% | -4.7% | +80.4% | +63.4% |
| All | +454.2% | +441.7% | +12.6% | +196.5% |
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