+22.9%
MDLZ vs CVE
+148.3%
-125.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | +6.9% | -14.1% | +20.9% | +7.3% |
| 30D | +12.1% | -11.6% | +23.7% | +12.4% |
| 3M | +7.7% | 0.0% | +7.6% | +7.5% |
| 6M | +10.8% | -8.4% | +19.2% | +10.8% |
| YTD | +27.4% | +65.9% | -38.5% | +24.3% |
| 1Y | +23.5% | +69.4% | -45.9% | +20.4% |
| 3Y | +6.2% | +55.9% | -49.7% | +3.3% |
| 5Y | +22.9% | +146.2% | -123.3% | +13.9% |
| All | +22.9% | +148.3% | -125.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling