+5.3%
MDLZ vs CAPR
+299.3%
-294.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | +0.3% |
| 7D | -1.0% | +25.8% | -26.8% | -1.0% |
| 30D | +7.9% | +50.2% | -42.3% | +8.0% |
| 3M | +8.9% | +185.5% | -176.6% | +9.1% |
| 6M | +10.5% | -64.8% | +75.3% | +10.4% |
| YTD | +27.1% | -61.1% | +88.3% | +27.1% |
| 1Y | +20.9% | +81.0% | -60.0% | +20.9% |
| All | +5.3% | +299.3% | -294.0% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling