+90.0%
MDLZ vs CTAS
+840.0%
-749.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | +11.2% | +12.8% | -1.6% | +6.8% |
| 3M | +6.1% | +10.3% | -4.1% | +2.6% |
| 6M | +8.6% | +32.0% | -23.4% | -1.3% |
| YTD | +25.8% | +19.1% | +6.7% | +18.1% |
| 1Y | +21.7% | +21.5% | +0.2% | +13.5% |
| 3Y | +5.8% | +76.0% | -70.2% | -14.5% |
| 5Y | +21.4% | +110.9% | -89.5% | -9.0% |
| All | +90.0% | +840.0% | -749.9% | -8.9% |
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