+49.0%
CCL vs MDLZ
-2.9%
+51.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.2% |
| 7D | -4.4% | 0.0% | -4.3% | -4.4% |
| 30D | -18.2% | +1.4% | -19.6% | -18.3% |
| 3M | -17.7% | 0.0% | -17.7% | -17.8% |
| 6M | -13.0% | +9.1% | -22.1% | -13.8% |
| YTD | -24.5% | +17.9% | -42.4% | -25.5% |
| 1Y | -26.9% | +3.2% | -30.2% | -27.5% |
| All | +49.0% | -2.9% | +51.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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