+87.9%
MDLZ vs CAG
-35.6%
+123.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | 0.0% | -6.6% | +6.6% | +2.6% |
| 30D | +1.4% | +2.3% | -0.9% | +0.5% |
| 3M | 0.0% | +16.3% | -16.3% | -5.8% |
| 6M | +9.1% | -16.0% | +25.2% | +16.0% |
| YTD | +17.9% | -7.7% | +25.6% | +20.8% |
| 1Y | +3.2% | -16.0% | +19.3% | +9.4% |
| 3Y | -2.5% | -37.7% | +35.2% | +14.7% |
| 5Y | +17.6% | -41.2% | +58.8% | +41.2% |
| 10Y | +87.9% | -33.8% | +121.7% | +117.7% |
| All | +87.9% | -35.6% | +123.5% | +117.7% |
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