+342.0%
MDLZ vs CME
+7,469.3%
-7,127.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -1.6% | -0.2% | -1.4% |
| 30D | -2.1% | +6.2% | -8.3% | -3.4% |
| 3M | +1.3% | +10.4% | -9.1% | -0.9% |
| 6M | +6.2% | -9.5% | +15.7% | +8.1% |
| YTD | +15.8% | +6.0% | +9.8% | +13.9% |
| 1Y | +4.1% | +9.3% | -5.2% | +1.7% |
| 3Y | -4.1% | +57.7% | -61.7% | -13.6% |
| 5Y | +13.4% | +77.7% | -64.3% | -1.0% |
| 10Y | +75.7% | +281.2% | -205.5% | +32.5% |
| All | +342.0% | +7,469.3% | -7,127.3% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling