+24.4%
MDLZ vs CSGP
-53.2%
+77.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +3.0% |
| 7D | +8.9% | +18.3% | -9.4% | +6.9% |
| 30D | +15.2% | +17.8% | -2.6% | +13.3% |
| 3M | +9.5% | +9.3% | +0.2% | +8.2% |
| 6M | +11.7% | -7.9% | +19.6% | +10.1% |
| YTD | +28.4% | -51.5% | +80.0% | +29.5% |
| 1Y | +24.4% | -53.3% | +77.7% | +26.5% |
| All | +24.4% | -53.2% | +77.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling