+516.3%
MDLZ vs CMI
+7,915.0%
-7,398.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +7.9% | -14.0% | +22.0% | +10.5% |
| 3M | +7.3% | -28.1% | +35.4% | +13.2% |
| 6M | +11.7% | -35.8% | +47.5% | +19.4% |
| YTD | +28.7% | -10.5% | +39.3% | +28.8% |
| 1Y | +22.8% | -1.9% | +24.6% | +20.7% |
| 3Y | +6.6% | +121.0% | -114.4% | -11.5% |
| 5Y | +23.2% | +114.6% | -91.4% | +1.9% |
| 10Y | +108.7% | +325.5% | -216.7% | +49.2% |
| All | +516.3% | +7,915.0% | -7,398.8% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling