+509.7%
MDLZ vs CP
+3,134.3%
-2,624.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +6.9% | +6.1% | +0.8% | +5.4% |
| 30D | +12.1% | +9.8% | +2.3% | +9.7% |
| 3M | +7.7% | +2.7% | +4.9% | +7.0% |
| 6M | +10.8% | +12.8% | -2.0% | +7.6% |
| YTD | +27.4% | +28.2% | -0.8% | +19.8% |
| 1Y | +23.5% | +34.1% | -10.6% | +15.0% |
| 3Y | +6.2% | +28.9% | -22.7% | -1.5% |
| 5Y | +22.9% | +27.1% | -4.2% | +13.3% |
| 10Y | +99.6% | +264.8% | -165.2% | +43.8% |
| All | +509.7% | +3,134.3% | -2,624.6% | +221.1% |
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 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