+400.4%
MDLZ vs CVE
+89.9%
+310.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | -2.1% | +16.7% | -18.8% | -3.6% |
| 3M | +1.3% | +9.3% | -7.9% | +0.3% |
| 6M | +6.2% | +43.6% | -37.4% | +2.2% |
| YTD | +15.8% | +93.6% | -77.8% | +8.1% |
| 1Y | +4.1% | +98.8% | -94.6% | -3.1% |
| 3Y | -4.1% | +73.6% | -77.7% | -10.7% |
| 5Y | +13.4% | +312.5% | -299.1% | -6.1% |
| 10Y | +75.7% | +161.0% | -85.3% | +39.7% |
| All | +400.4% | +89.9% | +310.5% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling