+22.8%
MDLZ vs CMS
-2.7%
+25.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.5% |
| 7D | +2.3% | +1.7% | +0.6% | +1.3% |
| 30D | +7.9% | +6.2% | +1.8% | +4.6% |
| 3M | +7.3% | +0.6% | +6.6% | +6.8% |
| 6M | +11.7% | -1.8% | +13.4% | +13.1% |
| YTD | +28.7% | +3.8% | +24.9% | +27.3% |
| 1Y | +22.8% | -1.8% | +24.5% | +24.2% |
| All | +22.8% | -2.7% | +25.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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