+79.5%
CCL vs MDLZ
+511.4%
-431.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -1.2% |
| 7D | -1.2% | +2.3% | -3.5% | -2.4% |
| 30D | +13.1% | +7.9% | +5.2% | +8.6% |
| 3M | +3.4% | +7.3% | -3.9% | -0.7% |
| 6M | +18.7% | +11.7% | +7.0% | +10.8% |
| YTD | -2.3% | +28.7% | -31.0% | -16.3% |
| 1Y | +14.2% | +22.8% | -8.6% | +0.4% |
| 3Y | +133.6% | +6.6% | +127.0% | +114.4% |
| 5Y | +33.5% | +23.2% | +10.3% | +13.3% |
| 10Y | -32.8% | +108.7% | -141.5% | -57.0% |
| All | +79.5% | +511.4% | -431.9% | -40.2% |
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