+3,251.4%
COST vs MDLZ
+460.1%
+2,791.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | -2.8% | 0.0% | -2.7% | -2.8% |
| 30D | -5.3% | +1.4% | -6.7% | -5.9% |
| 3M | -6.7% | 0.0% | -6.7% | -6.9% |
| 6M | -9.9% | +9.1% | -19.1% | -13.5% |
| YTD | +5.1% | +17.9% | -12.8% | -2.3% |
| 1Y | -7.3% | +3.2% | -10.5% | -9.3% |
| 3Y | +70.4% | -2.5% | +72.9% | +67.8% |
| 5Y | +104.4% | +17.6% | +86.8% | +86.1% |
| 10Y | +609.0% | +87.9% | +521.1% | +427.7% |
| All | +3,251.4% | +460.1% | +2,791.4% | +1,445.6% |
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