+37.9%
MDLZ vs CPNG
-74.8%
+112.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -1.0% | -6.2% | +5.2% | -0.8% |
| 30D | +7.9% | +4.6% | +3.3% | +7.7% |
| 3M | +8.9% | -3.1% | +12.0% | +9.0% |
| 6M | +10.5% | -0.9% | +11.4% | +10.2% |
| YTD | +27.1% | -32.2% | +59.4% | +28.6% |
| 1Y | +20.9% | -44.2% | +65.1% | +23.3% |
| 3Y | +5.5% | +4.4% | +1.2% | +4.2% |
| 5Y | +22.2% | -45.2% | +67.5% | +18.7% |
| All | +37.9% | -74.8% | +112.8% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling