+90.0%
MDLZ vs CRL
+386.8%
-296.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -2.2% |
| 7D | +1.7% | -6.1% | +7.8% | +2.3% |
| 30D | +11.2% | +12.4% | -1.2% | +9.0% |
| 3M | +6.1% | +27.1% | -21.0% | +2.1% |
| 6M | +8.6% | +85.7% | -77.2% | -1.4% |
| YTD | +25.8% | +69.2% | -43.4% | +15.0% |
| 1Y | +21.7% | +97.5% | -75.8% | +8.4% |
| 3Y | +5.8% | +86.1% | -80.3% | -8.8% |
| 5Y | +21.4% | -10.0% | +31.5% | +21.0% |
| All | +90.0% | +386.8% | -296.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling