-4.5%
MDLZ vs CHYM
-23.3%
+18.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | +1.9% | -2.3% | +4.1% | +1.8% |
| 30D | +0.4% | +4.4% | -4.0% | +0.6% |
| 3M | -0.6% | +91.3% | -91.9% | +2.4% |
| 6M | +14.7% | +44.0% | -29.3% | +17.2% |
| YTD | +18.0% | +31.1% | -13.1% | +20.5% |
| 1Y | +4.1% | +37.8% | -33.7% | +5.9% |
| All | -4.5% | -23.3% | +18.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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