+16.5%
MDLZ vs CP
+32.0%
-15.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.7% | -2.7% | +0.9% | -1.1% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +1.3% | +2.6% | -1.3% | +0.7% |
| 6M | +6.2% | +6.0% | +0.2% | +4.6% |
| YTD | +15.8% | +24.9% | -9.1% | +9.6% |
| 1Y | +4.1% | +20.1% | -16.0% | -0.6% |
| 3Y | -4.1% | +16.4% | -20.5% | -8.9% |
| All | +16.5% | +32.0% | -15.5% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling