+79.0%
MDLZ vs COR
+397.4%
-318.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -1.6% | +1.5% | -3.1% | -2.1% |
| 3M | +0.9% | +18.7% | -17.8% | -3.7% |
| 6M | +7.3% | -9.0% | +16.4% | +9.2% |
| YTD | +16.4% | -3.3% | +19.7% | +16.2% |
| 1Y | +3.0% | +9.8% | -6.9% | -1.1% |
| 3Y | -3.7% | +87.4% | -91.1% | -21.5% |
| 5Y | +15.6% | +180.5% | -164.9% | -16.4% |
| 10Y | +79.0% | +398.1% | -319.2% | +25.0% |
| All | +79.0% | +397.4% | -318.4% | +25.0% |
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