+3.0%
MDLZ vs CAPR
+35.6%
-32.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | 0.0% | -9.5% | +9.5% | 0.0% |
| 30D | -1.6% | +121.5% | -123.1% | -1.4% |
| 3M | +0.9% | -65.4% | +66.3% | +0.8% |
| 6M | +7.3% | -67.5% | +74.9% | +7.2% |
| YTD | +16.4% | -68.6% | +85.1% | +16.3% |
| 1Y | +3.0% | +42.7% | -39.7% | +2.3% |
| All | +3.0% | +35.6% | -32.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling