-4.5%
MDLZ vs CAG
-36.4%
+31.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.7% | -3.8% | +2.1% | +0.1% |
| 30D | -2.1% | +3.1% | -5.2% | -3.5% |
| 3M | +1.3% | +23.5% | -22.2% | -8.4% |
| 6M | +6.2% | -14.8% | +21.0% | +14.1% |
| YTD | +15.8% | -5.4% | +21.2% | +17.9% |
| 1Y | +4.1% | -11.8% | +15.9% | +9.5% |
| All | -4.5% | -36.4% | +31.8% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling