+151.6%
CAT vs MDLZ
+5.4%
+146.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -6.3% | +2.2% | -8.5% | -5.9% |
| 30D | -26.8% | +10.1% | -36.9% | -25.6% |
| 3M | -30.0% | +9.1% | -39.1% | -29.0% |
| 6M | -34.6% | +10.0% | -44.6% | -33.4% |
| YTD | +2.9% | +26.8% | -23.9% | +4.7% |
| 1Y | +3.3% | +22.5% | -19.2% | +5.0% |
| All | +151.6% | +5.4% | +146.2% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling