-5.8%
MDLZ vs CMI
+152.4%
-158.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | 0.0% | +1.9% | -1.9% | +0.1% |
| 30D | -1.6% | -12.5% | +10.9% | -1.9% |
| 3M | +0.9% | -16.2% | +17.1% | +0.5% |
| 6M | +7.3% | +4.9% | +2.5% | +6.0% |
| YTD | +16.4% | +11.1% | +5.3% | +14.6% |
| 1Y | +3.0% | +43.4% | -40.4% | +0.3% |
| All | -5.8% | +152.4% | -158.2% | -18.1% |
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