+15.6%
MDLZ vs CTVA
+104.3%
-88.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | -1.6% | +12.0% | -13.6% | -3.4% |
| 3M | +0.9% | +13.5% | -12.6% | -1.2% |
| 6M | +7.3% | +12.1% | -4.8% | +5.2% |
| YTD | +16.4% | +29.0% | -12.6% | +11.6% |
| 1Y | +3.0% | +18.9% | -15.9% | -0.2% |
| 3Y | -3.7% | +78.9% | -82.6% | -13.4% |
| 5Y | +15.6% | +105.2% | -89.6% | +1.1% |
| All | +15.6% | +104.3% | -88.7% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling