+3.0%
MDLZ vs CCJ
+33.1%
-30.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.7% |
| 7D | 0.0% | +5.9% | -5.9% | +0.5% |
| 30D | -1.6% | +4.7% | -6.3% | -1.2% |
| 3M | +0.9% | -3.3% | +4.2% | +1.2% |
| 6M | +7.3% | -7.0% | +14.4% | +7.7% |
| YTD | +16.4% | +11.5% | +5.0% | +18.5% |
| 1Y | +3.0% | +32.3% | -29.3% | +8.1% |
| All | +3.0% | +33.1% | -30.1% | +8.1% |
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 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