+3.2%
MDLZ vs COR
+9.1%
-5.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | 0.0% | -3.9% | +3.8% | +0.5% |
| 30D | +1.4% | -0.3% | +1.8% | +1.4% |
| 3M | 0.0% | +15.9% | -15.9% | -1.9% |
| 6M | +9.1% | -10.3% | +19.4% | +10.4% |
| YTD | +17.9% | -3.7% | +21.6% | +17.8% |
| 1Y | +3.2% | +9.1% | -5.9% | -0.9% |
| All | +3.2% | +9.1% | -5.9% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling