+81.7%
MDLZ vs COPX
+583.8%
-502.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +1.9% | -2.3% | +4.2% | +2.2% |
| 30D | +0.4% | +0.3% | +0.2% | +0.2% |
| 3M | -0.6% | +6.8% | -7.4% | -2.0% |
| 6M | +14.7% | +7.9% | +6.8% | +12.1% |
| YTD | +18.0% | +23.7% | -5.8% | +12.2% |
| 1Y | +4.1% | +71.5% | -67.4% | -6.6% |
| 3Y | -4.6% | +149.1% | -153.7% | -21.8% |
| 5Y | +18.4% | +167.3% | -149.0% | -6.8% |
| All | +81.7% | +583.8% | -502.1% | +0.3% |
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