+22.2%
MDLZ vs COO
-41.6%
+63.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +1.7% | +4.7% | -3.1% | +0.8% |
| 30D | +11.2% | +13.9% | -2.7% | +8.6% |
| 3M | +6.1% | -14.9% | +21.1% | +9.0% |
| 6M | +8.6% | +2.0% | +6.5% | +7.7% |
| YTD | +25.8% | -23.9% | +49.8% | +31.5% |
| 1Y | +21.7% | -9.6% | +31.3% | +22.8% |
| 3Y | +5.8% | -25.4% | +31.2% | +8.0% |
| All | +22.2% | -41.6% | +63.8% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling