+22.2%
MDLZ vs CAPR
+142.6%
-120.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -1.2% |
| 7D | +1.7% | +41.1% | -39.4% | +1.7% |
| 30D | +11.2% | +11.1% | +0.1% | +11.2% |
| 3M | +6.1% | +115.3% | -109.2% | +6.2% |
| 6M | +8.6% | -73.8% | +82.4% | +8.5% |
| YTD | +25.8% | -68.8% | +94.7% | +25.8% |
| 1Y | +21.7% | +43.3% | -21.6% | +21.3% |
| 3Y | +5.8% | +214.7% | -208.9% | +3.1% |
| All | +22.2% | +142.6% | -120.4% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling