+104.5%
MDLZ vs COPX
+318.2%
-213.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -0.4% | +1.1% | -1.5% | -0.6% |
| 30D | +8.2% | -15.9% | +24.1% | +10.5% |
| 3M | +8.0% | -19.6% | +27.6% | +10.8% |
| 6M | +9.7% | -21.5% | +31.2% | +12.3% |
| YTD | +26.9% | -0.8% | +27.6% | +23.9% |
| 1Y | +20.9% | +15.2% | +5.7% | +15.1% |
| 3Y | +5.3% | +134.7% | -129.4% | -14.3% |
| 5Y | +21.4% | +111.3% | -89.9% | -1.4% |
| All | +104.5% | +318.2% | -213.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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