+5.4%
MDLZ vs CMS
+37.9%
-32.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.6% |
| 30D | +10.0% | +7.1% | +2.9% | +6.4% |
| 3M | +7.1% | -1.3% | +8.3% | +7.7% |
| 6M | +9.8% | -2.7% | +12.5% | +11.3% |
| YTD | +26.6% | +2.6% | +24.0% | +25.0% |
| 1Y | +20.3% | -2.0% | +22.3% | +21.4% |
| 3Y | +5.4% | +39.6% | -34.2% | -8.0% |
| All | +5.4% | +37.9% | -32.5% | -8.0% |
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