+106.1%
MDLZ vs CHRW
+131.8%
-25.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.3% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +7.9% | -4.3% | +12.2% | +8.4% |
| 3M | +8.9% | -7.4% | +16.3% | +9.7% |
| 6M | +10.5% | -20.7% | +31.2% | +13.2% |
| YTD | +27.1% | -15.9% | +43.0% | +27.8% |
| 1Y | +20.9% | -9.9% | +30.8% | +20.0% |
| 3Y | +5.5% | +79.0% | -73.4% | -10.7% |
| 5Y | +22.2% | +61.3% | -39.1% | +3.5% |
| 10Y | +106.1% | +128.5% | -22.4% | +51.9% |
| All | +106.1% | +131.8% | -25.7% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling