+92.2%
MDLZ vs CAG
-38.3%
+130.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.1% | +4.6% | -4.5% | -1.7% |
| 30D | +10.0% | +14.7% | -4.7% | +4.2% |
| 3M | +7.1% | +2.4% | +4.7% | +5.8% |
| 6M | +9.8% | +10.7% | -0.9% | +5.1% |
| YTD | +26.6% | -5.5% | +32.2% | +28.2% |
| 1Y | +20.3% | -4.6% | +24.9% | +21.3% |
| 3Y | +5.4% | -34.4% | +39.8% | +21.4% |
| 5Y | +22.2% | -39.2% | +61.4% | +44.5% |
| 10Y | +92.2% | -39.0% | +131.1% | +123.6% |
| All | +92.2% | -38.3% | +130.5% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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