+17.6%
MDLZ vs COPX
+193.3%
-175.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.2% |
| 7D | 0.0% | +6.0% | -6.0% | -0.4% |
| 30D | +1.4% | +6.4% | -5.0% | +1.1% |
| 3M | 0.0% | +19.3% | -19.3% | -1.1% |
| 6M | +9.1% | +16.2% | -7.1% | +7.7% |
| YTD | +17.9% | +33.2% | -15.2% | +15.0% |
| 1Y | +3.2% | +90.2% | -87.0% | -2.5% |
| 3Y | -2.5% | +175.7% | -178.2% | -12.4% |
| 5Y | +17.6% | +193.1% | -175.5% | +4.5% |
| All | +17.6% | +193.3% | -175.7% | +4.5% |
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