+21.4%
MDLZ vs CAH
+522.4%
-501.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +2.2% | +9.4% | -7.2% | +0.4% |
| 30D | +10.1% | +16.5% | -6.4% | +7.0% |
| 3M | +9.1% | +17.0% | -7.9% | +5.8% |
| 6M | +10.0% | +51.4% | -41.4% | +1.5% |
| YTD | +26.8% | +36.0% | -9.1% | +19.1% |
| 1Y | +22.5% | +36.0% | -13.5% | +15.0% |
| 3Y | +5.3% | +177.5% | -172.2% | -17.4% |
| 5Y | +21.4% | +509.2% | -487.7% | -29.7% |
| All | +21.4% | +522.4% | -501.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling