+502.4%
MDLZ vs CAG
+146.5%
+355.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +1.7% | +5.8% | -4.1% | -0.7% |
| 30D | +11.2% | +16.4% | -5.2% | +4.5% |
| 3M | +6.1% | +3.8% | +2.3% | +4.3% |
| 6M | +8.6% | +10.8% | -2.3% | +3.5% |
| YTD | +25.8% | -5.8% | +31.7% | +27.7% |
| 1Y | +21.7% | -2.4% | +24.1% | +21.6% |
| 3Y | +5.8% | -33.4% | +39.2% | +22.2% |
| 5Y | +21.4% | -39.4% | +60.9% | +45.0% |
| 10Y | +97.2% | -37.5% | +134.7% | +120.6% |
| All | +502.4% | +146.5% | +355.9% | +279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling