+41.7%
CCL vs MDLZ
+453.0%
-411.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -0.1% | 0.0% | -0.2% | -0.1% |
| 30D | -20.0% | -1.6% | -18.4% | -19.3% |
| 3M | -13.7% | +0.9% | -14.5% | -14.7% |
| 6M | -9.0% | +7.3% | -16.4% | -13.2% |
| YTD | -22.8% | +16.4% | -39.3% | -30.1% |
| 1Y | -25.3% | +3.0% | -28.3% | -27.8% |
| 3Y | +54.1% | -3.7% | +57.8% | +49.4% |
| 5Y | +3.5% | +15.6% | -12.1% | -9.1% |
| 10Y | -41.0% | +79.0% | -120.0% | -59.1% |
| All | +41.7% | +453.0% | -411.2% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling