+92.2%
MDLZ vs COO
+40.7%
+51.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +0.1% | +4.3% | -4.2% | -1.0% |
| 30D | +10.0% | +17.6% | -7.6% | +5.5% |
| 3M | +7.1% | -13.9% | +20.9% | +10.7% |
| 6M | +9.8% | +6.6% | +3.3% | +7.1% |
| YTD | +26.6% | -22.0% | +48.6% | +33.8% |
| 1Y | +20.3% | -8.8% | +29.1% | +21.6% |
| 3Y | +5.4% | -21.5% | +26.9% | +7.4% |
| 5Y | +22.2% | -41.0% | +63.2% | +34.4% |
| 10Y | +92.2% | +40.9% | +51.3% | +58.1% |
| All | +92.2% | +40.7% | +51.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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