+102.0%
MDLZ vs CP
+255.2%
-153.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +2.8% | -0.6% | +1.3% |
| 30D | +10.1% | +11.0% | -0.9% | +6.6% |
| 3M | +9.1% | +3.8% | +5.2% | +7.7% |
| 6M | +10.0% | +9.5% | +0.5% | +6.7% |
| YTD | +26.8% | +28.2% | -1.4% | +16.6% |
| 1Y | +22.5% | +33.0% | -10.5% | +11.3% |
| 3Y | +5.3% | +35.5% | -30.3% | -7.1% |
| 5Y | +21.4% | +25.8% | -4.3% | +8.0% |
| 10Y | +102.0% | +250.7% | -148.7% | +27.1% |
| All | +102.0% | +255.2% | -153.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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