+4.1%
MDLZ vs CTVA
+22.4%
-18.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.7% | +4.9% | -6.7% | -2.4% |
| 30D | -2.1% | +11.9% | -14.0% | -3.8% |
| 3M | +1.3% | +13.7% | -12.4% | -0.2% |
| 6M | +6.2% | +13.1% | -6.9% | +4.5% |
| YTD | +15.8% | +32.0% | -16.2% | +12.2% |
| 1Y | +4.1% | +22.1% | -18.0% | +0.7% |
| All | +4.1% | +22.4% | -18.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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