+28.1%
MDLZ vs CPNG
-76.9%
+105.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +1.7% | -5.4% | +7.1% | +1.9% |
| 30D | +1.1% | -11.1% | +12.2% | +1.5% |
| 3M | -1.8% | -3.0% | +1.1% | -1.9% |
| 6M | +12.3% | -23.5% | +35.8% | +13.1% |
| YTD | +18.0% | -37.8% | +55.8% | +19.8% |
| 1Y | +3.8% | -54.3% | +58.1% | +6.7% |
| 3Y | -2.4% | -20.8% | +18.4% | -2.5% |
| 5Y | +18.4% | -51.1% | +69.5% | +15.2% |
| All | +28.1% | -76.9% | +105.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CPNG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling