+87.9%
MDLZ vs CAH
+295.7%
-207.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +1.4% | +1.2% | +0.3% | +1.1% |
| 3M | 0.0% | +13.1% | -13.1% | -2.9% |
| 6M | +9.1% | +8.5% | +0.7% | +6.8% |
| YTD | +17.9% | +17.6% | +0.3% | +13.1% |
| 1Y | +3.2% | +60.7% | -57.4% | -8.3% |
| 3Y | -2.5% | +183.2% | -185.6% | -25.7% |
| 5Y | +17.6% | +402.2% | -384.6% | -23.3% |
| 10Y | +87.9% | +302.3% | -214.4% | +19.5% |
| All | +87.9% | +295.7% | -207.8% | +19.5% |
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 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