+454.2%
MDLZ vs COO
+1,092.1%
-637.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | -2.1% | -7.0% | +4.9% | -0.8% |
| 3M | +1.3% | +12.2% | -10.9% | -0.9% |
| 6M | +6.2% | -15.1% | +21.3% | +9.1% |
| YTD | +15.8% | -15.1% | +30.9% | +18.8% |
| 1Y | +4.1% | +2.3% | +1.8% | +3.1% |
| 3Y | -4.1% | -23.7% | +19.6% | -1.5% |
| 5Y | +13.4% | -38.9% | +52.3% | +20.0% |
| 10Y | +75.7% | +49.9% | +25.8% | +58.9% |
| All | +454.2% | +1,092.1% | -637.9% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling