+687.5%
KO vs MDLZ
+460.5%
+227.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | +1.7% | -2.8% | -1.8% |
| 30D | +1.6% | +1.1% | +0.4% | +1.0% |
| 3M | +5.8% | -1.8% | +7.6% | +6.5% |
| 6M | +14.3% | +12.3% | +2.0% | +8.2% |
| YTD | +27.3% | +18.0% | +9.3% | +17.6% |
| 1Y | +33.2% | +3.8% | +29.4% | +30.1% |
| 3Y | +64.5% | -2.4% | +66.9% | +63.6% |
| 5Y | +83.1% | +18.4% | +64.7% | +66.7% |
| 10Y | +183.9% | +88.1% | +95.8% | +112.4% |
| All | +687.5% | +460.5% | +227.0% | +268.6% |
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