+107.6%
MDLZ vs CASY
+555.0%
-447.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +2.3% | +3.6% | -1.3% | +1.5% |
| 30D | +7.9% | +9.1% | -1.1% | +5.8% |
| 3M | +7.3% | -16.5% | +23.8% | +11.2% |
| 6M | +11.7% | -19.7% | +31.4% | +16.2% |
| YTD | +28.7% | +29.3% | -0.5% | +18.7% |
| 1Y | +22.8% | +33.1% | -10.4% | +12.2% |
| 3Y | +6.6% | +158.5% | -151.9% | -20.3% |
| 5Y | +23.2% | +266.7% | -243.5% | -18.5% |
| All | +107.6% | +555.0% | -447.5% | +17.4% |
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