+54.6%
MDLZ vs CTVA
+197.7%
-143.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | +7.9% | -8.7% | +16.7% | +10.0% |
| 3M | +8.9% | +6.4% | +2.5% | +7.0% |
| 6M | +10.5% | -1.9% | +12.4% | +10.2% |
| YTD | +27.1% | +21.5% | +5.6% | +20.8% |
| 1Y | +20.9% | +24.3% | -3.4% | +14.4% |
| 3Y | +5.5% | +91.8% | -86.3% | -11.1% |
| 5Y | +22.2% | +78.4% | -56.2% | +3.0% |
| All | +54.6% | +197.7% | -143.1% | +5.9% |
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