+92.2%
MDLZ vs COR
+534.3%
-442.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -0.4% |
| 7D | +0.1% | +2.3% | -2.3% | -0.6% |
| 30D | +10.0% | +6.8% | +3.2% | +7.9% |
| 3M | +7.1% | +8.1% | -1.0% | +4.4% |
| 6M | +9.8% | +33.0% | -23.2% | +0.9% |
| YTD | +26.6% | +3.0% | +23.7% | +24.0% |
| 1Y | +20.3% | -3.4% | +23.7% | +20.0% |
| 3Y | +5.4% | +80.1% | -74.7% | -14.7% |
| 5Y | +22.2% | +194.7% | -172.5% | -16.2% |
| 10Y | +92.2% | +512.3% | -420.1% | +15.2% |
| All | +92.2% | +534.3% | -442.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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