+7.1%
MDLZ vs CVE
+54.6%
-47.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | +6.9% | -14.1% | +20.9% | +6.8% |
| 30D | +12.1% | -11.6% | +23.7% | +12.0% |
| 3M | +7.7% | 0.0% | +7.6% | +7.5% |
| 6M | +10.8% | -8.4% | +19.2% | +10.6% |
| YTD | +27.4% | +65.9% | -38.5% | +26.9% |
| 1Y | +23.5% | +69.4% | -45.9% | +23.1% |
| All | +7.1% | +54.6% | -47.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling