+107.6%
MDLZ vs CAG
-37.3%
+144.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.0% |
| 7D | +2.3% | -3.3% | +5.6% | +3.6% |
| 30D | +7.9% | +7.7% | +0.3% | +4.8% |
| 3M | +7.3% | -3.2% | +10.4% | +8.3% |
| 6M | +11.7% | +7.0% | +4.7% | +8.3% |
| YTD | +28.7% | -9.0% | +37.7% | +32.2% |
| 1Y | +22.8% | -9.6% | +32.4% | +26.4% |
| 3Y | +6.6% | -36.0% | +42.6% | +23.9% |
| 5Y | +23.2% | -40.9% | +64.0% | +47.3% |
| All | +107.6% | -37.3% | +144.8% | +128.9% |
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