+16.5%
MDLZ vs CPB
-39.5%
+56.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.2% |
| 7D | -1.7% | -8.6% | +6.9% | +2.2% |
| 30D | -2.1% | -7.2% | +5.1% | +1.0% |
| 3M | +1.3% | +0.9% | +0.4% | +0.5% |
| 6M | +6.2% | -11.8% | +18.0% | +11.6% |
| YTD | +15.8% | -19.4% | +35.2% | +26.5% |
| 1Y | +4.1% | -30.4% | +34.5% | +21.5% |
| 3Y | -4.1% | -40.2% | +36.1% | +18.4% |
| All | +16.5% | -39.5% | +56.0% | +39.7% |
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