+23.0%
MDLZ vs CPRT
-18.6%
+41.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +7.9% | +21.2% | -13.2% | +4.0% |
| 3M | +7.3% | +8.3% | -1.0% | +5.1% |
| 6M | +11.7% | -3.4% | +15.1% | +11.7% |
| YTD | +28.7% | -18.7% | +47.4% | +32.6% |
| 1Y | +22.8% | -23.5% | +46.3% | +28.0% |
| 3Y | +6.6% | -34.2% | +40.7% | +12.0% |
| All | +23.0% | -18.6% | +41.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling