+454.2%
MDLZ vs CRL
+869.7%
-415.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | -2.1% | +10.7% | -12.8% | -3.7% |
| 3M | +1.3% | +55.3% | -54.0% | -5.6% |
| 6M | +6.2% | +60.7% | -54.5% | -2.2% |
| YTD | +15.8% | +44.6% | -28.8% | +7.9% |
| 1Y | +4.1% | +77.7% | -73.6% | -6.5% |
| 3Y | -4.1% | +37.6% | -41.7% | -13.4% |
| 5Y | +13.4% | -35.8% | +49.2% | +15.1% |
| 10Y | +75.7% | +241.7% | -166.0% | +26.7% |
| All | +454.2% | +869.7% | -415.5% | +218.6% |
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