+23.0%
MDLZ vs CNH
-17.7%
+40.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +2.3% | +3.0% | -0.7% | +1.9% |
| 30D | +7.9% | -0.6% | +8.5% | +7.9% |
| 3M | +7.3% | +14.6% | -7.4% | +5.4% |
| 6M | +11.7% | +11.8% | -0.1% | +9.7% |
| YTD | +28.7% | +30.4% | -1.7% | +23.9% |
| 1Y | +22.8% | +19.1% | +3.7% | +19.3% |
| 3Y | +6.6% | +30.2% | -23.6% | +0.7% |
| All | +23.0% | -17.7% | +40.7% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling