+507.1%
MDLZ vs CHD
+3,473.5%
-2,966.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | +2.2% | +2.4% | -0.2% | +1.3% |
| 30D | +10.1% | +13.9% | -3.8% | +4.9% |
| 3M | +9.1% | +8.5% | +0.6% | +5.8% |
| 6M | +10.0% | +20.4% | -10.4% | +2.5% |
| YTD | +26.8% | +34.5% | -7.7% | +13.4% |
| 1Y | +22.5% | +33.8% | -11.3% | +9.7% |
| 3Y | +5.3% | +29.1% | -23.8% | -5.1% |
| 5Y | +21.4% | +31.2% | -9.8% | +7.9% |
| 10Y | +102.0% | +193.1% | -91.1% | +35.6% |
| All | +507.1% | +3,473.5% | -2,966.4% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling