+21.7%
MDLZ vs COO
-9.4%
+31.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +1.7% | +4.7% | -3.1% | +1.0% |
| 30D | +11.2% | +13.9% | -2.7% | +9.4% |
| 3M | +6.1% | -14.9% | +21.1% | +8.3% |
| 6M | +8.6% | +2.0% | +6.5% | +9.1% |
| YTD | +25.8% | -23.9% | +49.8% | +28.0% |
| 1Y | +21.7% | -9.6% | +31.3% | +19.6% |
| All | +21.7% | -9.4% | +31.0% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling