+454.2%
MDLZ vs CP
+3,052.9%
-2,598.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3Y | -4.1% | +16.4% | -20.5% | -8.9% |
| 5Y | +13.4% | +31.7% | -18.4% | +3.6% |
| 10Y | +75.7% | +223.9% | -148.1% | +29.7% |
| All | +454.2% | +3,052.9% | -2,598.7% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling