+79.0%
MDLZ vs CME
+282.5%
-203.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | -1.6% | +5.5% | -7.1% | -3.4% |
| 3M | +0.9% | +11.0% | -10.1% | -2.8% |
| 6M | +7.3% | -9.7% | +17.0% | +10.4% |
| YTD | +16.4% | +4.9% | +11.6% | +13.7% |
| 1Y | +3.0% | +10.1% | -7.1% | -1.3% |
| 3Y | -3.7% | +53.5% | -57.2% | -18.7% |
| 5Y | +15.6% | +77.2% | -61.5% | -8.9% |
| 10Y | +79.0% | +282.1% | -203.2% | +36.6% |
| All | +79.0% | +282.5% | -203.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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