+428.9%
MDLZ vs CHTR
+295.4%
+133.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.7% |
| 7D | +2.3% | +17.2% | -14.9% | -0.9% |
| 30D | +7.9% | +31.6% | -23.7% | +2.2% |
| 3M | +7.3% | -11.6% | +18.8% | +9.0% |
| 6M | +11.7% | -3.3% | +14.9% | +10.9% |
| YTD | +28.7% | -33.7% | +62.5% | +35.2% |
| 1Y | +22.8% | -32.4% | +55.2% | +28.3% |
| 3Y | +6.6% | -65.9% | +72.5% | +24.3% |
| 5Y | +23.2% | -79.9% | +103.1% | +59.6% |
| 10Y | +108.7% | -49.2% | +157.9% | +112.7% |
| All | +428.9% | +295.4% | +133.5% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling