+87.9%
MDLZ vs CCJ
+1,078.9%
-990.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | 0.0% | +4.2% | -4.2% | -0.2% |
| 30D | +1.4% | +3.2% | -1.7% | +1.3% |
| 3M | 0.0% | -1.8% | +1.8% | 0.0% |
| 6M | +9.1% | -13.5% | +22.7% | +9.5% |
| YTD | +17.9% | +9.7% | +8.2% | +16.8% |
| 1Y | +3.2% | +30.0% | -26.8% | +1.0% |
| 3Y | -2.5% | +172.6% | -175.1% | -10.3% |
| 5Y | +17.6% | +342.9% | -325.4% | +2.5% |
| 10Y | +87.9% | +1,099.7% | -1,011.8% | +47.1% |
| All | +87.9% | +1,078.9% | -990.9% | +47.1% |
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