-10.2%
MDLZ vs CORZ
+237.5%
-247.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.7% |
| 7D | 0.0% | +16.6% | -16.5% | +0.5% |
| 30D | -1.6% | -10.9% | +9.3% | -1.8% |
| 3M | +0.9% | -31.0% | +31.9% | +0.4% |
| 6M | +7.3% | +26.0% | -18.7% | +7.9% |
| YTD | +16.4% | +28.6% | -12.2% | +17.2% |
| 1Y | +3.0% | +34.5% | -31.5% | +3.7% |
| All | -10.2% | +237.5% | -247.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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