+506.2%
MDLZ vs CHRW
+1,315.1%
-808.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +10.0% | -9.4% | +19.3% | +11.7% |
| 3M | +7.1% | -13.3% | +20.3% | +9.2% |
| 6M | +9.8% | -24.2% | +34.0% | +14.0% |
| YTD | +26.6% | -18.9% | +45.5% | +28.7% |
| 1Y | +20.3% | -12.4% | +32.7% | +20.4% |
| 3Y | +5.4% | +72.2% | -66.8% | -9.9% |
| 5Y | +22.2% | +53.4% | -31.2% | +5.2% |
| 10Y | +92.2% | +127.0% | -34.8% | +49.0% |
| All | +506.2% | +1,315.1% | -808.9% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling