+454.2%
MDLZ vs CMS
+393.8%
+60.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -2.1% | -3.6% | +1.5% | -1.2% |
| 3M | +1.3% | -1.9% | +3.2% | +1.9% |
| 6M | +6.2% | -11.0% | +17.2% | +9.5% |
| YTD | +15.8% | +0.2% | +15.6% | +15.7% |
| 1Y | +4.1% | -1.3% | +5.4% | +4.4% |
| 3Y | -4.1% | +35.9% | -40.0% | -11.8% |
| 5Y | +13.4% | +23.1% | -9.7% | +6.7% |
| 10Y | +75.7% | +117.9% | -42.2% | +46.1% |
| All | +454.2% | +393.8% | +60.4% | +263.5% |
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