+21.4%
MDLZ vs CAPR
+192.6%
-171.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.5% | -0.2% |
| 7D | -0.4% | +19.1% | -19.5% | -0.4% |
| 30D | +8.2% | +48.8% | -40.6% | +8.3% |
| 3M | +8.0% | +144.4% | -136.4% | +8.0% |
| 6M | +9.7% | -67.5% | +77.3% | +9.7% |
| YTD | +26.9% | -64.5% | +91.4% | +26.8% |
| 1Y | +20.9% | +74.4% | -53.5% | +20.5% |
| 3Y | +5.3% | +265.7% | -260.4% | +2.5% |
| 5Y | +21.4% | +196.0% | -174.6% | +18.9% |
| All | +21.4% | +192.6% | -171.2% | +18.9% |
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 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