+5.8%
MDLZ vs CPB
-36.0%
+41.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +1.7% | +8.0% | -6.3% | -1.6% |
| 30D | +11.2% | +22.4% | -11.2% | +2.0% |
| 3M | +6.1% | +2.5% | +3.6% | +4.6% |
| 6M | +8.6% | +12.2% | -3.7% | +2.7% |
| YTD | +25.8% | -12.8% | +38.7% | +32.2% |
| 1Y | +21.7% | -19.2% | +40.8% | +32.0% |
| 3Y | +5.8% | -35.6% | +41.4% | +28.9% |
| All | +5.8% | -36.0% | +41.8% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling