+3.2%
MDLZ vs CAH
+61.7%
-58.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +1.4% | +1.2% | +0.3% | +1.3% |
| 3M | 0.0% | +13.1% | -13.1% | -1.4% |
| 6M | +9.1% | +8.5% | +0.7% | +8.1% |
| YTD | +17.9% | +17.6% | +0.3% | +16.1% |
| 1Y | +3.2% | +60.7% | -57.4% | -1.4% |
| All | +3.2% | +61.7% | -58.4% | -1.4% |
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