+40.8%
MDLZ vs CTVA
+223.3%
-182.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.7% | +4.9% | -6.7% | -2.8% |
| 30D | -2.1% | +11.9% | -14.0% | -4.5% |
| 3M | +1.3% | +13.7% | -12.4% | -1.6% |
| 6M | +6.2% | +13.1% | -6.9% | +3.1% |
| YTD | +15.8% | +32.0% | -16.2% | +8.6% |
| 1Y | +4.1% | +22.1% | -18.0% | -0.9% |
| 3Y | -4.1% | +77.5% | -81.6% | -17.2% |
| 5Y | +13.4% | +106.3% | -92.9% | -7.4% |
| All | +40.8% | +223.3% | -182.5% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling