+5.3%
MDLZ vs CAH
+180.3%
-175.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +2.2% | +9.4% | -7.2% | +1.1% |
| 30D | +10.1% | +16.5% | -6.4% | +8.3% |
| 3M | +9.1% | +17.0% | -7.9% | +7.1% |
| 6M | +10.0% | +51.4% | -41.4% | +5.1% |
| YTD | +26.8% | +36.0% | -9.1% | +22.5% |
| 1Y | +22.5% | +36.0% | -13.5% | +18.3% |
| 3Y | +5.3% | +177.5% | -172.2% | -6.3% |
| All | +5.3% | +180.3% | -175.0% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling