-5.1%
COF vs MDLZ
+22.7%
-27.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -0.9% |
| 7D | +0.7% | +8.9% | -8.2% | +1.5% |
| 30D | +5.7% | +15.2% | -9.5% | +7.0% |
| 3M | -6.7% | +9.5% | -16.2% | -5.9% |
| 6M | +9.5% | +11.7% | -2.2% | +10.3% |
| YTD | -13.9% | +28.4% | -42.3% | -14.3% |
| 1Y | -5.1% | +24.4% | -29.5% | -3.9% |
| All | -5.1% | +22.7% | -27.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling