+15.6%
MDLZ vs CPNG
-53.2%
+68.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | 0.0% | -6.3% | +6.3% | +0.3% |
| 30D | -1.6% | -8.7% | +7.2% | -1.2% |
| 3M | +0.9% | -2.4% | +3.3% | +0.8% |
| 6M | +7.3% | -22.3% | +29.7% | +8.3% |
| YTD | +16.4% | -37.2% | +53.7% | +18.7% |
| 1Y | +3.0% | -53.0% | +55.9% | +6.6% |
| 3Y | -3.7% | -20.0% | +16.3% | -4.0% |
| 5Y | +15.6% | -52.8% | +68.4% | +15.9% |
| All | +15.6% | -53.2% | +68.8% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling