+24.9%
COP vs MDLZ
-2.8%
+27.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.0% | +1.7% | -0.7% | +0.8% |
| 30D | +9.6% | +1.1% | +8.4% | +9.4% |
| 3M | +15.0% | -1.8% | +16.9% | +15.0% |
| 6M | +21.8% | +12.3% | +9.5% | +20.7% |
| YTD | +49.6% | +18.0% | +31.6% | +47.7% |
| 1Y | +49.9% | +3.8% | +46.1% | +48.5% |
| All | +24.9% | -2.8% | +27.8% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling