+514.8%
MDLZ vs CSGP
+1,139.3%
-624.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +2.9% |
| 7D | +8.9% | +18.3% | -9.4% | +6.2% |
| 30D | +15.2% | +17.8% | -2.6% | +12.1% |
| 3M | +9.5% | +9.3% | +0.2% | +7.5% |
| 6M | +11.7% | -7.9% | +19.6% | +12.2% |
| YTD | +28.4% | -51.5% | +80.0% | +40.9% |
| 1Y | +24.4% | -53.3% | +77.7% | +37.2% |
| 3Y | +7.1% | -57.9% | +65.0% | +18.2% |
| 5Y | +24.2% | -61.3% | +85.6% | +36.6% |
| 10Y | +101.3% | +77.5% | +23.7% | +74.6% |
| All | +514.8% | +1,139.3% | -624.4% | +330.0% |
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