+454.2%
MDLZ vs CMI
+9,839.5%
-9,385.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -2.1% | -13.4% | +11.3% | +0.3% |
| 3M | +1.3% | -17.0% | +18.3% | +3.9% |
| 6M | +6.2% | -1.6% | +7.8% | +5.3% |
| YTD | +15.8% | +11.0% | +4.8% | +12.0% |
| 1Y | +4.1% | +41.9% | -37.8% | -4.1% |
| 3Y | -4.1% | +151.8% | -155.9% | -21.8% |
| 5Y | +13.4% | +163.6% | -150.2% | -9.3% |
| 10Y | +75.7% | +472.9% | -397.2% | +19.6% |
| All | +454.2% | +9,839.5% | -9,385.2% | +129.6% |
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