+78.1%
MDLZ vs CPB
-47.3%
+125.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.1% |
| 7D | -1.7% | -8.6% | +6.9% | +1.8% |
| 30D | -2.1% | -7.2% | +5.1% | +0.8% |
| 3M | +1.3% | +0.9% | +0.4% | +0.6% |
| 6M | +6.2% | -11.8% | +18.0% | +11.0% |
| YTD | +15.8% | -19.4% | +35.2% | +25.3% |
| 1Y | +4.1% | -30.4% | +34.5% | +19.3% |
| 3Y | -4.1% | -40.2% | +36.1% | +15.6% |
| 5Y | +13.4% | -39.5% | +52.9% | +35.5% |
| All | +78.1% | -47.3% | +125.5% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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