+3.0%
MDLZ vs CHRW
+20.6%
-17.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | 0.0% | +1.9% | -1.9% | 0.0% |
| 30D | -1.6% | +0.9% | -2.5% | -1.6% |
| 3M | +0.9% | -19.9% | +20.8% | +1.1% |
| 6M | +7.3% | -15.8% | +23.1% | +7.4% |
| YTD | +16.4% | -5.6% | +22.0% | +15.8% |
| 1Y | +3.0% | +21.0% | -18.1% | +3.0% |
| All | +3.0% | +20.6% | -17.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CHRW 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling