+81.8%
MDLZ vs CHD
+125.6%
-43.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +1.7% | -4.7% | +6.4% | +4.0% |
| 30D | +1.1% | -8.3% | +9.4% | +5.2% |
| 3M | -1.8% | -4.0% | +2.2% | 0.0% |
| 6M | +12.3% | -6.5% | +18.8% | +15.6% |
| YTD | +18.0% | +13.1% | +4.9% | +11.1% |
| 1Y | +3.8% | +2.3% | +1.5% | +2.1% |
| 3Y | -2.4% | +1.8% | -4.2% | -4.7% |
| 5Y | +18.4% | +20.6% | -2.1% | +5.1% |
| All | +81.8% | +125.6% | -43.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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