+81.7%
MDLZ vs CHTR
-44.7%
+126.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.7% |
| 7D | +1.9% | -4.1% | +6.0% | +2.5% |
| 30D | +0.4% | -3.0% | +3.4% | +0.6% |
| 3M | -0.6% | +4.8% | -5.4% | -2.1% |
| 6M | +14.7% | -35.0% | +49.7% | +21.7% |
| YTD | +18.0% | -30.2% | +48.1% | +22.9% |
| 1Y | +4.1% | -44.8% | +48.9% | +13.6% |
| 3Y | -4.6% | -66.6% | +62.0% | +12.4% |
| 5Y | +18.4% | -81.5% | +99.8% | +63.1% |
| All | +81.7% | -44.7% | +126.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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