+25.6%
MDLZ vs CPNG
-75.9%
+101.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -1.7% | -7.4% | +5.7% | -1.5% |
| 30D | -2.1% | -4.4% | +2.3% | -2.0% |
| 3M | +1.3% | -7.5% | +8.8% | +1.4% |
| 6M | +6.2% | -19.9% | +26.1% | +6.8% |
| YTD | +15.8% | -35.2% | +51.0% | +17.4% |
| 1Y | +4.1% | -46.8% | +50.9% | +6.3% |
| 3Y | -4.1% | -20.2% | +16.1% | -4.2% |
| 5Y | +13.4% | -48.4% | +61.8% | +10.3% |
| All | +25.6% | -75.9% | +101.5% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling