+1,178.6%
COP vs MDLZ
+453.0%
+725.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | +15.6% | -1.6% | +17.2% | +16.3% |
| 3M | +14.3% | +0.9% | +13.5% | +13.4% |
| 6M | +17.0% | +7.3% | +9.6% | +12.3% |
| YTD | +47.4% | +16.4% | +31.0% | +35.9% |
| 1Y | +52.4% | +3.0% | +49.4% | +48.3% |
| 3Y | +20.8% | -3.7% | +24.5% | +18.0% |
| 5Y | +191.7% | +15.6% | +176.1% | +154.9% |
| 10Y | +325.1% | +79.0% | +246.1% | +199.4% |
| All | +1,178.6% | +453.0% | +725.6% | +447.3% |
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 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