+203.9%
CAT vs MDLZ
-4.0%
+207.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +1.1% |
| 7D | +5.6% | 0.0% | +5.5% | +5.6% |
| 30D | -2.3% | -1.6% | -0.8% | -2.5% |
| 3M | -10.0% | +0.9% | -10.9% | -9.8% |
| 6M | +21.2% | +7.3% | +13.9% | +21.2% |
| YTD | +44.4% | +16.4% | +28.0% | +44.3% |
| 1Y | +96.3% | +3.0% | +93.3% | +96.0% |
| 3Y | +203.9% | -3.7% | +207.6% | +196.6% |
| All | +203.9% | -4.0% | +207.9% | +196.6% |
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