+382.8%
MDLZ vs CAPR
-99.1%
+481.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -1.2% |
| 7D | +1.7% | +41.1% | -39.4% | +1.6% |
| 30D | +11.2% | +11.1% | +0.1% | +11.2% |
| 3M | +6.1% | +115.3% | -109.2% | +6.0% |
| 6M | +8.6% | -73.8% | +82.4% | +8.6% |
| YTD | +25.8% | -68.8% | +94.7% | +25.9% |
| 1Y | +21.7% | +43.3% | -21.6% | +20.7% |
| 3Y | +5.8% | +214.7% | -208.9% | +4.4% |
| 5Y | +21.4% | +141.3% | -119.9% | +19.6% |
| 10Y | +97.2% | -67.0% | +164.3% | +92.7% |
| All | +382.8% | -99.1% | +481.9% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling