+43.1%
COF vs MDLZ
+17.7%
+25.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | +1.9% | -7.0% | -5.6% |
| 30D | -6.0% | +0.4% | -6.4% | -6.2% |
| 3M | +14.8% | -0.6% | +15.5% | +14.7% |
| 6M | +15.3% | +14.7% | +0.6% | +10.6% |
| YTD | -13.0% | +18.0% | -31.0% | -18.1% |
| 1Y | -5.7% | +4.1% | -9.8% | -7.5% |
| 3Y | +118.1% | -4.6% | +122.7% | +117.2% |
| All | +43.1% | +17.7% | +25.5% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling