+23.0%
MDLZ vs CME
+74.8%
-51.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +2.3% | +3.9% | -1.6% | +1.3% |
| 30D | +7.9% | +11.3% | -3.4% | +5.2% |
| 3M | +7.3% | +19.6% | -12.3% | +2.6% |
| 6M | +11.7% | +8.1% | +3.6% | +9.0% |
| YTD | +28.7% | +20.4% | +8.3% | +22.1% |
| 1Y | +22.8% | +16.5% | +6.3% | +17.4% |
| 3Y | +6.6% | +66.4% | -59.9% | -7.3% |
| All | +23.0% | +74.8% | -51.8% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling