+502.4%
MDLZ vs CPRT
+2,979.5%
-2,477.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +1.7% | +6.0% | -4.4% | +0.6% |
| 30D | +11.2% | +20.0% | -8.8% | +7.6% |
| 3M | +6.1% | +10.1% | -4.0% | +4.0% |
| 6M | +8.6% | -4.3% | +12.9% | +8.9% |
| YTD | +25.8% | -18.4% | +44.2% | +29.5% |
| 1Y | +21.7% | -20.1% | +41.8% | +25.6% |
| 3Y | +5.8% | -30.4% | +36.2% | +10.8% |
| 5Y | +21.4% | -17.0% | +38.4% | +21.6% |
| 10Y | +97.2% | +403.2% | -306.0% | +46.6% |
| All | +502.4% | +2,979.5% | -2,477.1% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling