+507.1%
MDLZ vs CCJ
+2,415.4%
-1,908.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +10.1% | -17.2% | +27.4% | +11.7% |
| 3M | +9.1% | -25.1% | +34.2% | +11.4% |
| 6M | +10.0% | -37.6% | +47.6% | +13.7% |
| YTD | +26.8% | -20.4% | +47.2% | +27.5% |
| 1Y | +22.5% | -22.5% | +45.0% | +23.3% |
| 3Y | +5.3% | +72.5% | -67.2% | -4.8% |
| 5Y | +21.4% | +179.9% | -158.4% | +1.7% |
| 10Y | +102.0% | +772.6% | -670.6% | +38.4% |
| All | +507.1% | +2,415.4% | -1,908.2% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling