+502.4%
MDLZ vs CPB
+75.9%
+426.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +1.7% | +8.0% | -6.3% | -1.8% |
| 30D | +11.2% | +22.4% | -11.2% | +1.5% |
| 3M | +6.1% | +2.5% | +3.6% | +4.4% |
| 6M | +8.6% | +12.2% | -3.7% | +2.3% |
| YTD | +25.8% | -12.8% | +38.7% | +31.9% |
| 1Y | +21.7% | -19.2% | +40.8% | +31.7% |
| 3Y | +5.8% | -35.6% | +41.4% | +25.0% |
| 5Y | +21.4% | -31.4% | +52.8% | +38.2% |
| 10Y | +97.2% | -37.9% | +135.2% | +123.5% |
| All | +502.4% | +75.9% | +426.5% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling