+1,157.1%
CAT vs MDLZ
+83.6%
+1,073.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | +2.9% | 0.0% | +3.0% | +2.9% |
| 30D | -2.6% | +1.4% | -4.1% | -3.2% |
| 3M | -10.7% | 0.0% | -10.7% | -11.5% |
| 6M | +16.1% | +9.1% | +7.0% | +10.9% |
| YTD | +43.2% | +17.9% | +25.3% | +32.3% |
| 1Y | +96.8% | +3.2% | +93.6% | +91.0% |
| 3Y | +201.4% | -2.5% | +203.8% | +192.2% |
| 5Y | +332.7% | +17.6% | +315.1% | +274.3% |
| 10Y | +1,157.1% | +87.9% | +1,069.2% | +757.0% |
| All | +1,157.1% | +83.6% | +1,073.5% | +757.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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