+1,247.2%
COP vs MDLZ
+511.4%
+735.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | +4.4% | +2.3% | +2.1% | +3.3% |
| 30D | 0.0% | +7.9% | -8.0% | -3.8% |
| 3M | +15.0% | +7.3% | +7.8% | +11.0% |
| 6M | +22.0% | +11.7% | +10.3% | +15.0% |
| YTD | +55.3% | +28.7% | +26.6% | +36.3% |
| 1Y | +64.1% | +22.8% | +41.4% | +47.1% |
| 3Y | +34.1% | +6.6% | +27.5% | +25.0% |
| 5Y | +133.4% | +23.2% | +110.2% | +98.1% |
| 10Y | +338.6% | +108.7% | +229.9% | +187.7% |
| All | +1,247.2% | +511.4% | +735.8% | +449.0% |
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