+20.9%
MDLZ vs CAG
-10.4%
+31.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | -0.4% | -6.2% | +5.8% | +2.5% |
| 30D | +8.2% | +7.4% | +0.8% | +4.6% |
| 3M | +8.0% | -1.6% | +9.6% | +8.3% |
| 6M | +9.7% | +6.3% | +3.4% | +6.1% |
| YTD | +26.9% | -10.1% | +37.0% | +30.7% |
| 1Y | +20.9% | -10.2% | +31.1% | +24.0% |
| All | +20.9% | -10.4% | +31.3% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling