+378.4%
MDLZ vs CHTR
+316.4%
+62.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -1.6% | -4.5% | +2.9% | -0.9% |
| 3M | +0.9% | +10.2% | -9.4% | -1.5% |
| 6M | +7.3% | -37.2% | +44.6% | +15.0% |
| YTD | +16.4% | -30.2% | +46.6% | +21.7% |
| 1Y | +3.0% | -44.8% | +47.7% | +12.7% |
| 3Y | -3.7% | -65.5% | +61.8% | +12.6% |
| 5Y | +15.6% | -81.8% | +97.4% | +55.0% |
| 10Y | +79.0% | -45.8% | +124.7% | +80.9% |
| All | +378.4% | +316.4% | +62.0% | +222.5% |
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 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