+90.0%
MDLZ vs CASY
+553.2%
-463.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | +11.2% | +8.7% | +2.5% | +9.1% |
| 3M | +6.1% | -17.3% | +23.5% | +10.2% |
| 6M | +8.6% | -19.7% | +28.3% | +12.8% |
| YTD | +25.8% | +24.8% | +1.0% | +16.9% |
| 1Y | +21.7% | +31.9% | -10.2% | +11.4% |
| 3Y | +5.8% | +155.4% | -149.6% | -20.9% |
| 5Y | +21.4% | +250.6% | -229.2% | -18.9% |
| All | +90.0% | +553.2% | -463.1% | +5.0% |
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