-4.6%
MDLZ vs CHTR
-68.4%
+63.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.1% | +9.4% | +2.0% |
| 7D | 0.0% | -15.8% | +15.7% | +1.4% |
| 30D | +1.4% | -12.7% | +14.1% | +2.5% |
| 3M | 0.0% | -1.1% | +1.1% | -0.1% |
| 6M | +9.1% | -39.9% | +49.1% | +12.5% |
| YTD | +17.9% | -35.9% | +53.8% | +20.7% |
| 1Y | +3.2% | -49.2% | +52.4% | +7.7% |
| All | -4.6% | -68.4% | +63.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling