+4.1%
MDLZ vs CAH
+65.8%
-61.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.7% | +5.4% | -7.1% | -2.3% |
| 30D | -2.1% | +3.3% | -5.4% | -2.4% |
| 3M | +1.3% | +22.8% | -21.5% | -0.9% |
| 6M | +6.2% | +11.3% | -5.1% | +4.9% |
| YTD | +15.8% | +21.1% | -5.3% | +13.6% |
| 1Y | +4.1% | +67.2% | -63.1% | -1.5% |
| All | +4.1% | +65.8% | -61.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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