+454.2%
MDLZ vs CTAS
+2,247.2%
-1,793.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | +1.3% | +11.7% | -10.4% | -2.1% |
| 6M | +6.2% | +0.7% | +5.5% | +5.7% |
| YTD | +15.8% | +7.4% | +8.4% | +12.9% |
| 1Y | +4.1% | -2.1% | +6.2% | +4.3% |
| 3Y | -4.1% | +62.9% | -67.0% | -18.6% |
| 5Y | +13.4% | +111.9% | -98.5% | -11.8% |
| 10Y | +75.7% | +652.2% | -576.5% | -8.3% |
| All | +454.2% | +2,247.2% | -1,793.0% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling