+369.7%
MDLZ vs CPAY
+1,748.9%
-1,379.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +2.3% | +1.6% | +0.8% | +2.0% |
| 30D | +7.9% | +17.6% | -9.7% | +4.5% |
| 3M | +7.3% | +8.7% | -1.4% | +5.4% |
| 6M | +11.7% | +39.5% | -27.9% | +4.4% |
| YTD | +28.7% | +53.6% | -24.9% | +16.7% |
| 1Y | +22.8% | +63.3% | -40.5% | +9.8% |
| 3Y | +6.6% | +101.7% | -95.1% | -11.4% |
| 5Y | +23.2% | +91.4% | -68.2% | +1.8% |
| 10Y | +108.7% | +221.7% | -112.9% | +48.9% |
| All | +369.7% | +1,748.9% | -1,379.1% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling