+81.8%
MDLZ vs CPAY
+155.3%
-73.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +1.7% | -2.7% | +4.3% | +2.2% |
| 30D | +1.1% | +0.6% | +0.5% | +1.0% |
| 3M | -1.8% | +17.0% | -18.9% | -4.8% |
| 6M | +12.3% | +24.1% | -11.8% | +7.3% |
| YTD | +18.0% | +35.7% | -17.7% | +10.0% |
| 1Y | +3.8% | +34.0% | -30.2% | -3.3% |
| 3Y | -2.4% | +50.3% | -52.7% | -13.5% |
| 5Y | +18.4% | +56.7% | -38.2% | +1.8% |
| All | +81.8% | +155.3% | -73.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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