+509.7%
MDLZ vs CSGP
+1,119.1%
-609.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +6.9% | +13.9% | -7.0% | +4.8% |
| 30D | +12.1% | +16.0% | -3.9% | +9.3% |
| 3M | +7.7% | +6.1% | +1.6% | +6.2% |
| 6M | +10.8% | -8.2% | +18.9% | +11.3% |
| YTD | +27.4% | -52.3% | +79.7% | +40.1% |
| 1Y | +23.5% | -54.5% | +78.0% | +36.7% |
| 3Y | +6.2% | -58.6% | +64.8% | +17.6% |
| 5Y | +22.9% | -61.5% | +84.4% | +35.2% |
| 10Y | +99.6% | +74.7% | +25.0% | +73.6% |
| All | +509.7% | +1,119.1% | -609.4% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling