+464.6%
MDLZ vs CRH
+959.1%
-494.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | 0.0% | -3.6% | +3.5% | +0.5% |
| 30D | +1.4% | -10.8% | +12.3% | +3.4% |
| 3M | 0.0% | -13.5% | +13.5% | +2.3% |
| 6M | +9.1% | -15.4% | +24.6% | +11.8% |
| YTD | +17.9% | -27.6% | +45.5% | +23.9% |
| 1Y | +3.2% | -18.4% | +21.6% | +6.0% |
| 3Y | -2.5% | +72.5% | -75.0% | -14.0% |
| 5Y | +17.6% | +99.2% | -81.6% | -0.2% |
| 10Y | +87.9% | +257.0% | -169.1% | +40.3% |
| All | +464.6% | +959.1% | -494.6% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling