+79.0%
MDLZ vs CTAS
+658.8%
-579.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | -1.6% | -1.0% | -0.6% | -1.3% |
| 3M | +0.9% | +15.8% | -14.9% | -4.0% |
| 6M | +7.3% | -1.0% | +8.3% | +7.4% |
| YTD | +16.4% | +7.4% | +9.0% | +13.2% |
| 1Y | +3.0% | -0.1% | +3.1% | +2.5% |
| 3Y | -3.7% | +66.3% | -70.0% | -21.0% |
| 5Y | +15.6% | +111.0% | -95.4% | -13.7% |
| 10Y | +79.0% | +662.9% | -583.9% | -12.3% |
| All | +79.0% | +658.8% | -579.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling