+454.2%
MDLZ vs CSGP
+1,075.7%
-621.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.1% |
| 7D | -1.7% | -4.1% | +2.3% | -1.1% |
| 30D | -2.1% | +2.3% | -4.4% | -2.6% |
| 3M | +1.3% | -8.2% | +9.5% | +2.3% |
| 6M | +6.2% | -35.1% | +41.3% | +12.6% |
| YTD | +15.8% | -54.0% | +69.8% | +28.5% |
| 1Y | +4.1% | -65.3% | +69.4% | +20.4% |
| 3Y | -4.1% | -62.6% | +58.5% | +8.1% |
| 5Y | +13.4% | -64.8% | +78.2% | +26.8% |
| 10Y | +75.7% | +45.1% | +30.7% | +57.4% |
| All | +454.2% | +1,075.7% | -621.5% | +292.1% |
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