+4.1%
MDLZ vs CCJ
+31.2%
-27.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | +0.7% | -2.5% | -1.7% |
| 30D | -2.1% | +6.9% | -9.0% | -1.5% |
| 3M | +1.3% | -11.6% | +13.0% | +1.2% |
| 6M | +6.2% | -16.2% | +22.4% | +5.9% |
| YTD | +15.8% | +10.1% | +5.7% | +17.8% |
| 1Y | +4.1% | +32.3% | -28.2% | +9.4% |
| All | +4.1% | +31.2% | -27.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling