+21.4%
MDLZ vs CSGP
-63.3%
+84.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +2.2% | -3.2% | +5.3% | +2.6% |
| 30D | +10.1% | +2.2% | +7.9% | +9.7% |
| 3M | +9.1% | -3.7% | +12.8% | +9.2% |
| 6M | +10.0% | -7.4% | +17.4% | +10.3% |
| YTD | +26.8% | -54.9% | +81.7% | +36.9% |
| 1Y | +22.5% | -54.9% | +77.4% | +32.1% |
| 3Y | +5.3% | -61.9% | +67.2% | +14.4% |
| 5Y | +21.4% | -63.1% | +84.6% | +31.5% |
| All | +21.4% | -63.3% | +84.8% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling