+509.7%
MDLZ vs CMS
+409.9%
+99.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +6.9% | +1.7% | +5.2% | +6.4% |
| 30D | +12.1% | +8.6% | +3.5% | +9.7% |
| 3M | +7.7% | -0.5% | +8.2% | +7.8% |
| 6M | +10.8% | -4.2% | +15.0% | +12.1% |
| YTD | +27.4% | +3.4% | +23.9% | +26.2% |
| 1Y | +23.5% | +0.4% | +23.1% | +23.3% |
| 3Y | +6.2% | +38.2% | -32.0% | -2.7% |
| 5Y | +22.9% | +35.4% | -12.5% | +12.9% |
| 10Y | +99.6% | +131.7% | -32.1% | +63.6% |
| All | +509.7% | +409.9% | +99.8% | +296.5% |
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