+21.4%
MDLZ vs COO
-39.4%
+60.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | +8.2% | +13.9% | -5.7% | +5.7% |
| 3M | +8.0% | -18.9% | +26.9% | +11.9% |
| 6M | +9.7% | +3.7% | +6.0% | +8.5% |
| YTD | +26.9% | -24.1% | +51.0% | +32.6% |
| 1Y | +20.9% | -14.2% | +35.1% | +23.2% |
| 3Y | +5.3% | -24.5% | +29.8% | +7.1% |
| 5Y | +21.4% | -40.4% | +61.8% | +29.0% |
| All | +21.4% | -39.4% | +60.8% | +29.0% |
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