+180.8%
MDLZ vs CNH
+32.2%
+148.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.6% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +11.2% | -7.2% | +18.4% | +12.4% |
| 3M | +6.1% | +6.5% | -0.4% | +4.5% |
| 6M | +8.6% | +7.9% | +0.7% | +6.1% |
| YTD | +25.8% | +26.6% | -0.7% | +19.1% |
| 1Y | +21.7% | +13.8% | +7.9% | +17.1% |
| 3Y | +5.8% | +9.2% | -3.4% | +0.3% |
| 5Y | +21.4% | -15.6% | +37.0% | +18.2% |
| 10Y | +97.2% | +119.2% | -22.0% | +47.2% |
| All | +180.8% | +32.2% | +148.6% | +118.6% |
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