+3.2%
MDLZ vs CNH
+22.6%
-19.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.2% |
| 7D | 0.0% | +1.8% | -1.9% | -0.2% |
| 30D | +1.4% | +32.6% | -31.2% | -0.1% |
| 3M | 0.0% | +29.4% | -29.4% | -1.6% |
| 6M | +9.1% | +26.0% | -16.8% | +7.4% |
| YTD | +17.9% | +52.2% | -34.3% | +14.0% |
| 1Y | +3.2% | +23.9% | -20.6% | -1.3% |
| All | +3.2% | +22.6% | -19.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling