+21.4%
MDLZ vs COPX
+113.6%
-92.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | +8.2% | -15.9% | +24.1% | +9.1% |
| 3M | +8.0% | -19.6% | +27.6% | +9.0% |
| 6M | +9.7% | -21.5% | +31.2% | +10.9% |
| YTD | +26.9% | -0.8% | +27.6% | +25.2% |
| 1Y | +20.9% | +15.2% | +5.7% | +17.8% |
| 3Y | +5.3% | +134.7% | -129.4% | -6.6% |
| 5Y | +21.4% | +111.3% | -89.9% | +8.4% |
| All | +21.4% | +113.6% | -92.2% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling