+22.5%
MDLZ vs CP
+32.8%
-10.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +2.8% | -0.6% | +1.4% |
| 30D | +10.1% | +11.0% | -0.9% | +7.4% |
| 3M | +9.1% | +3.8% | +5.2% | +7.8% |
| 6M | +10.0% | +9.5% | +0.5% | +7.9% |
| YTD | +26.8% | +28.2% | -1.4% | +20.8% |
| 1Y | +22.5% | +33.0% | -10.5% | +14.7% |
| All | +22.5% | +32.8% | -10.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling