+344.2%
MDLZ vs CAPR
-99.1%
+443.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.7% | -2.0% | +0.2% | -1.7% |
| 30D | -2.1% | +139.2% | -141.3% | -2.3% |
| 3M | +1.3% | -66.4% | +67.7% | +1.4% |
| 6M | +6.2% | -63.1% | +69.3% | +6.2% |
| YTD | +15.8% | -67.4% | +83.2% | +15.8% |
| 1Y | +4.1% | +58.2% | -54.1% | +3.3% |
| 3Y | -4.1% | +42.2% | -46.3% | -5.2% |
| 5Y | +13.4% | +87.3% | -73.9% | +11.8% |
| 10Y | +75.7% | -75.3% | +151.0% | +71.7% |
| All | +344.2% | -99.1% | +443.2% | +335.6% |
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