+43.5%
MDLZ vs CTVA
+210.9%
-167.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +1.7% | -4.7% | +6.3% | +2.7% |
| 30D | +1.1% | +11.1% | -10.0% | -1.2% |
| 3M | -1.8% | +13.7% | -15.6% | -4.7% |
| 6M | +12.3% | +11.2% | +1.1% | +9.3% |
| YTD | +18.0% | +26.9% | -8.9% | +11.6% |
| 1Y | +3.8% | +18.8% | -15.0% | -0.7% |
| 3Y | -2.4% | +75.9% | -78.4% | -15.7% |
| 5Y | +18.4% | +105.2% | -86.8% | -3.4% |
| All | +43.5% | +210.9% | -167.4% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling