+23.0%
MDLZ vs CASY
+266.7%
-243.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +2.3% | +3.6% | -1.3% | +1.8% |
| 30D | +7.9% | +9.1% | -1.1% | +6.6% |
| 3M | +7.3% | -16.5% | +23.8% | +9.9% |
| 6M | +11.7% | -19.7% | +31.4% | +14.8% |
| YTD | +28.7% | +29.3% | -0.5% | +21.9% |
| 1Y | +22.8% | +33.1% | -10.4% | +15.5% |
| 3Y | +6.6% | +158.5% | -151.9% | -13.3% |
| All | +23.0% | +266.7% | -243.6% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling