+23.0%
MDLZ vs CPB
-33.2%
+56.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.1% |
| 7D | +2.3% | -1.6% | +3.9% | +3.0% |
| 30D | +7.9% | +19.2% | -11.3% | -0.3% |
| 3M | +7.3% | -0.9% | +8.2% | +7.2% |
| 6M | +11.7% | +15.2% | -3.6% | +4.0% |
| YTD | +28.7% | -13.1% | +41.8% | +35.6% |
| 1Y | +22.8% | -22.4% | +45.2% | +36.2% |
| 3Y | +6.6% | -35.3% | +41.9% | +26.8% |
| All | +23.0% | -33.2% | +56.3% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling