+5.3%
MDLZ vs CRS
+354.4%
-349.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | 0.0% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +10.1% | -22.9% | +33.0% | +9.0% |
| 3M | +9.1% | -46.8% | +55.9% | +6.5% |
| 6M | +10.0% | -30.4% | +40.4% | +7.9% |
| YTD | +26.8% | -5.4% | +32.2% | +25.5% |
| 1Y | +22.5% | -9.0% | +31.5% | +21.1% |
| 3Y | +5.3% | +352.2% | -346.9% | +6.8% |
| All | +5.3% | +354.4% | -349.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling