+395.0%
MDLZ vs COPX
+118.6%
+276.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.9% |
| 7D | +2.3% | -2.8% | +5.1% | +2.7% |
| 30D | +7.9% | -14.3% | +22.3% | +10.3% |
| 3M | +7.3% | -19.0% | +26.3% | +10.3% |
| 6M | +11.7% | -24.4% | +36.1% | +15.3% |
| YTD | +28.7% | -3.2% | +32.0% | +26.2% |
| 1Y | +22.8% | +15.2% | +7.6% | +16.5% |
| 3Y | +6.6% | +127.6% | -121.0% | -13.2% |
| 5Y | +23.2% | +106.0% | -82.8% | 0.0% |
| 10Y | +108.7% | +313.7% | -205.0% | +34.8% |
| All | +395.0% | +118.6% | +276.4% | +227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling