+78.1%
MDLZ vs CPRT
+426.9%
-348.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | +2.2% | -3.9% | -2.3% |
| 30D | -2.1% | +16.6% | -18.7% | -6.1% |
| 3M | +1.3% | +9.6% | -8.3% | -1.4% |
| 6M | +6.2% | -11.1% | +17.3% | +8.9% |
| YTD | +15.8% | -13.9% | +29.7% | +19.3% |
| 1Y | +4.1% | -32.5% | +36.6% | +14.2% |
| 3Y | -4.1% | -25.0% | +20.9% | -0.1% |
| 5Y | +13.4% | -7.4% | +20.7% | +8.4% |
| All | +78.1% | +426.9% | -348.8% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling