+4.1%
MDLZ vs CPRT
-31.2%
+35.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | +2.2% | -3.9% | -2.1% |
| 30D | -2.1% | +16.6% | -18.7% | -5.1% |
| 3M | +1.3% | +9.6% | -8.3% | -0.9% |
| 6M | +6.2% | -11.1% | +17.3% | +5.7% |
| YTD | +15.8% | -13.9% | +29.7% | +15.1% |
| 1Y | +4.1% | -32.5% | +36.6% | +4.8% |
| All | +4.1% | -31.2% | +35.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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