+502.4%
MDLZ vs CMS
+399.0%
+103.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | +11.2% | +6.3% | +4.9% | +9.4% |
| 3M | +6.1% | -2.1% | +8.2% | +6.7% |
| 6M | +8.6% | -5.1% | +13.6% | +10.1% |
| YTD | +25.8% | +1.3% | +24.6% | +25.4% |
| 1Y | +21.7% | -1.4% | +23.1% | +22.1% |
| 3Y | +5.8% | +36.9% | -31.1% | -2.8% |
| 5Y | +21.4% | +32.5% | -11.1% | +12.2% |
| 10Y | +97.2% | +126.8% | -29.5% | +62.6% |
| All | +502.4% | +399.0% | +103.4% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling