-1.5%
COF vs MDLZ
+3.3%
-4.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.8% | -1.7% | +3.6% | +1.7% |
| 30D | -0.6% | -2.1% | +1.5% | -0.7% |
| 3M | +20.3% | +1.3% | +19.0% | +20.1% |
| 6M | +13.0% | +6.2% | +6.8% | +12.7% |
| YTD | -8.3% | +15.8% | -24.1% | -9.9% |
| 1Y | -1.5% | +4.1% | -5.6% | -0.9% |
| All | -1.5% | +3.3% | -4.7% | -0.9% |
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