+50.5%
COP vs MDLZ
+3.7%
+46.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +2.3% | +1.9% | +0.4% | +1.9% |
| 30D | +8.6% | +0.4% | +8.2% | +8.5% |
| 3M | +19.9% | -0.6% | +20.5% | +19.7% |
| 6M | +19.0% | +14.7% | +4.3% | +15.6% |
| YTD | +50.0% | +18.0% | +32.0% | +42.7% |
| 1Y | +50.5% | +4.1% | +46.4% | +46.3% |
| All | +50.5% | +3.7% | +46.9% | +46.3% |
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