+322.5%
MDLZ vs CPAY
+1,565.5%
-1,243.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.7% | +2.1% | -3.8% | -2.1% |
| 30D | -2.1% | +5.5% | -7.6% | -3.2% |
| 3M | +1.3% | +16.6% | -15.3% | -1.8% |
| 6M | +6.2% | +26.7% | -20.5% | +0.8% |
| YTD | +15.8% | +38.4% | -22.6% | +7.2% |
| 1Y | +4.1% | +30.1% | -26.0% | -2.6% |
| 3Y | -4.1% | +52.6% | -56.7% | -15.3% |
| 5Y | +13.4% | +59.0% | -45.6% | -2.7% |
| 10Y | +75.7% | +148.4% | -72.6% | +32.1% |
| All | +322.5% | +1,565.5% | -1,243.0% | +131.6% |
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