+356.2%
COF vs MDLZ
+460.3%
-104.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | +1.9% | -7.0% | -6.3% |
| 30D | -6.0% | +0.4% | -6.4% | -6.4% |
| 3M | +14.8% | -0.6% | +15.5% | +14.3% |
| 6M | +15.3% | +14.7% | +0.6% | +4.4% |
| YTD | -13.0% | +18.0% | -31.0% | -23.6% |
| 1Y | -5.7% | +4.1% | -9.8% | -10.6% |
| 3Y | +118.1% | -4.6% | +122.7% | +109.8% |
| 5Y | +46.2% | +18.4% | +27.9% | +20.3% |
| 10Y | +246.1% | +88.0% | +158.1% | +104.2% |
| All | +356.2% | +460.3% | -104.0% | +16.9% |
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 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