+107.6%
MDLZ vs CCJ
+765.4%
-657.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.3% |
| 30D | +7.9% | -13.2% | +21.1% | +8.4% |
| 3M | +7.3% | -27.6% | +34.9% | +8.3% |
| 6M | +11.7% | -38.7% | +50.4% | +13.4% |
| YTD | +28.7% | -22.7% | +51.4% | +28.9% |
| 1Y | +22.8% | -17.6% | +40.3% | +22.5% |
| 3Y | +6.6% | +62.7% | -56.1% | +0.5% |
| 5Y | +23.2% | +159.7% | -136.6% | +10.3% |
| All | +107.6% | +765.4% | -657.8% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling