+106.1%
MDLZ vs CASY
+565.2%
-459.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -1.0% | +5.8% | -6.8% | -2.3% |
| 30D | +7.9% | +10.7% | -2.8% | +5.5% |
| 3M | +8.9% | -13.9% | +22.8% | +12.1% |
| 6M | +10.5% | -18.4% | +28.9% | +14.5% |
| YTD | +27.1% | +29.6% | -2.5% | +17.2% |
| 1Y | +20.9% | +32.8% | -11.9% | +10.6% |
| 3Y | +5.5% | +162.3% | -156.7% | -21.4% |
| 5Y | +22.2% | +265.0% | -242.8% | -19.0% |
| 10Y | +106.1% | +555.4% | -449.2% | +15.4% |
| All | +106.1% | +565.2% | -459.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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