+20.9%
MDLZ vs CPNG
-47.0%
+67.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | -0.2% |
| 7D | -0.4% | -6.9% | +6.5% | -0.4% |
| 30D | +8.2% | +1.1% | +7.1% | +8.2% |
| 3M | +8.0% | -6.3% | +14.3% | +7.8% |
| 6M | +9.7% | -3.8% | +13.6% | +9.5% |
| YTD | +26.9% | -35.2% | +62.1% | +26.5% |
| 1Y | +20.9% | -47.0% | +67.9% | +24.1% |
| All | +20.9% | -47.0% | +67.9% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling