+5.8%
MDLZ vs CPRT
-30.7%
+36.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +1.7% | +6.0% | -4.4% | +0.8% |
| 30D | +11.2% | +20.0% | -8.8% | +8.5% |
| 3M | +6.1% | +10.1% | -4.0% | +4.4% |
| 6M | +8.6% | -4.3% | +12.9% | +8.1% |
| YTD | +25.8% | -18.4% | +44.2% | +27.0% |
| 1Y | +21.7% | -20.1% | +41.8% | +23.0% |
| 3Y | +5.8% | -30.4% | +36.2% | +6.3% |
| All | +5.8% | -30.7% | +36.5% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling