+24.4%
MDLZ vs CMI
+10.9%
+13.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.8% | +9.2% | +2.8% |
| 7D | +8.9% | -11.2% | +20.1% | +7.5% |
| 30D | +15.2% | -9.8% | +25.0% | +13.9% |
| 3M | +9.5% | -25.5% | +35.0% | +6.3% |
| 6M | +11.7% | -27.7% | +39.3% | +7.9% |
| YTD | +28.4% | -6.6% | +35.1% | +21.9% |
| 1Y | +24.4% | +11.7% | +12.8% | +15.8% |
| All | +24.4% | +10.9% | +13.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling