+516.3%
MDLZ vs CAH
+746.1%
-229.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +2.3% | +3.5% | -1.1% | +1.5% |
| 30D | +7.9% | +13.5% | -5.5% | +4.8% |
| 3M | +7.3% | +21.8% | -14.6% | +2.2% |
| 6M | +11.7% | +51.5% | -39.8% | +0.9% |
| YTD | +28.7% | +38.1% | -9.3% | +18.5% |
| 1Y | +22.8% | +37.7% | -14.9% | +13.0% |
| 3Y | +6.6% | +179.6% | -173.0% | -18.6% |
| 5Y | +23.2% | +504.9% | -481.8% | -23.1% |
| 10Y | +108.7% | +418.6% | -309.8% | +27.9% |
| All | +516.3% | +746.1% | -229.9% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling