+17.3%
MDLZ vs CRH
+93.9%
-76.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.2% |
| 7D | +1.9% | -6.1% | +8.0% | +2.7% |
| 30D | +0.4% | -9.3% | +9.7% | +1.7% |
| 3M | -0.6% | -15.2% | +14.6% | +1.5% |
| 6M | +14.7% | -14.2% | +28.9% | +16.7% |
| YTD | +18.0% | -28.3% | +46.2% | +22.8% |
| 1Y | +4.1% | -21.8% | +25.9% | +7.0% |
| 3Y | -4.6% | +71.6% | -76.2% | -17.6% |
| All | +17.3% | +93.9% | -76.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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