+454.2%
MDLZ vs CHD
+3,051.1%
-2,596.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.7% | -2.7% | +0.9% | -0.7% |
| 30D | -2.1% | -4.6% | +2.5% | -0.4% |
| 3M | +1.3% | +5.0% | -3.7% | -0.5% |
| 6M | +6.2% | -3.2% | +9.4% | +7.3% |
| YTD | +15.8% | +18.6% | -2.9% | +8.5% |
| 1Y | +4.1% | +4.8% | -0.7% | +1.9% |
| 3Y | -4.1% | +6.1% | -10.2% | -7.1% |
| 5Y | +13.4% | +24.0% | -10.6% | +3.0% |
| 10Y | +75.7% | +124.5% | -48.7% | +29.1% |
| All | +454.2% | +3,051.1% | -2,596.9% | +135.7% |
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