+454.2%
MDLZ vs CHRW
+1,519.7%
-1,065.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | -2.1% | -3.5% | +1.4% | -1.6% |
| 3M | +1.3% | -19.4% | +20.7% | +4.7% |
| 6M | +6.2% | -21.4% | +27.6% | +9.8% |
| YTD | +15.8% | -7.1% | +22.9% | +15.4% |
| 1Y | +4.1% | +17.8% | -13.7% | -1.4% |
| 3Y | -4.1% | +78.8% | -82.9% | -18.0% |
| 5Y | +13.4% | +83.5% | -70.2% | -5.2% |
| 10Y | +75.7% | +160.2% | -84.5% | +33.6% |
| All | +454.2% | +1,519.7% | -1,065.4% | +220.6% |
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