+104.5%
MDLZ vs CTAS
+817.6%
-713.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +8.2% | +10.2% | -2.0% | +4.7% |
| 3M | +8.0% | +12.1% | -4.1% | +3.8% |
| 6M | +9.7% | +38.3% | -28.5% | -1.7% |
| YTD | +26.9% | +21.9% | +5.0% | +18.2% |
| 1Y | +20.9% | +24.0% | -3.1% | +11.9% |
| 3Y | +5.3% | +75.1% | -69.8% | -14.8% |
| 5Y | +21.4% | +116.9% | -95.5% | -10.0% |
| All | +104.5% | +817.6% | -713.1% | -6.8% |
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