+502.4%
MDLZ vs CRL
+1,034.5%
-532.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -2.3% |
| 7D | +1.7% | -6.1% | +7.8% | +2.4% |
| 30D | +11.2% | +12.4% | -1.2% | +8.8% |
| 3M | +6.1% | +27.1% | -21.0% | +1.7% |
| 6M | +8.6% | +85.7% | -77.2% | -2.3% |
| YTD | +25.8% | +69.2% | -43.4% | +13.9% |
| 1Y | +21.7% | +97.5% | -75.8% | +7.3% |
| 3Y | +5.8% | +86.1% | -80.3% | -9.5% |
| 5Y | +21.4% | -10.0% | +31.5% | +15.9% |
| 10Y | +97.2% | +395.0% | -297.8% | +33.5% |
| All | +502.4% | +1,034.5% | -532.1% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling