+5.8%
MDLZ vs CMS
+35.4%
-29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.4% |
| 30D | +11.2% | +6.3% | +4.9% | +7.9% |
| 3M | +6.1% | -2.1% | +8.2% | +7.2% |
| 6M | +8.6% | -5.1% | +13.6% | +11.5% |
| YTD | +25.8% | +1.3% | +24.6% | +25.0% |
| 1Y | +21.7% | -1.4% | +23.1% | +22.4% |
| 3Y | +5.8% | +36.9% | -31.1% | -6.8% |
| All | +5.8% | +35.4% | -29.6% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling