+5.0%
MDLZ vs CMI
+122.9%
-117.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.3% |
| 7D | -0.4% | +1.5% | -1.9% | -0.3% |
| 30D | +8.2% | -14.0% | +22.2% | +7.5% |
| 3M | +8.0% | -28.3% | +36.3% | +6.6% |
| 6M | +9.7% | -34.9% | +44.7% | +8.4% |
| YTD | +26.9% | -9.9% | +36.7% | +24.1% |
| 1Y | +20.9% | -3.6% | +24.5% | +18.1% |
| All | +5.0% | +122.9% | -117.9% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling