+158.4%
MDLZ vs CNH
+64.7%
+93.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.9% |
| 7D | -1.7% | +23.3% | -25.0% | -5.1% |
| 30D | -2.1% | +33.5% | -35.6% | -6.8% |
| 3M | +1.3% | +32.7% | -31.4% | -3.8% |
| 6M | +6.2% | +22.2% | -16.0% | +1.8% |
| YTD | +15.8% | +57.7% | -41.9% | +6.0% |
| 1Y | +4.1% | +28.0% | -23.9% | -1.4% |
| 3Y | -4.1% | +11.5% | -15.6% | -8.7% |
| 5Y | +13.4% | +11.9% | +1.5% | +5.2% |
| 10Y | +75.7% | +162.8% | -87.0% | +27.8% |
| All | +158.4% | +64.7% | +93.7% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling