+104.5%
MDLZ vs CAH
+412.5%
-308.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -0.4% | +3.9% | -4.2% | -1.3% |
| 30D | +8.2% | +16.0% | -7.8% | +4.5% |
| 3M | +8.0% | +19.1% | -11.1% | +3.5% |
| 6M | +9.7% | +53.0% | -43.3% | -1.0% |
| YTD | +26.9% | +36.6% | -9.8% | +17.1% |
| 1Y | +20.9% | +37.4% | -16.5% | +11.4% |
| 3Y | +5.3% | +178.8% | -173.5% | -20.2% |
| 5Y | +21.4% | +498.6% | -477.2% | -26.0% |
| All | +104.5% | +412.5% | -308.0% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling