+15.6%
MDLZ vs CAG
-40.6%
+56.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | 0.0% | -5.3% | +5.3% | +2.8% |
| 30D | -1.6% | +1.0% | -2.6% | -2.1% |
| 3M | +0.9% | +17.4% | -16.5% | -7.2% |
| 6M | +7.3% | -16.8% | +24.1% | +17.1% |
| YTD | +16.4% | -6.8% | +23.2% | +19.5% |
| 1Y | +3.0% | -15.4% | +18.3% | +10.8% |
| 3Y | -3.7% | -37.1% | +33.4% | +19.1% |
| 5Y | +15.6% | -41.3% | +56.9% | +47.1% |
| All | +15.6% | -40.6% | +56.2% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling