+204.5%
CAT vs MDLZ
+21.5%
+183.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -6.3% | +2.2% | -8.5% | -6.4% |
| 30D | -26.8% | +10.1% | -36.9% | -27.3% |
| 3M | -30.0% | +9.1% | -39.1% | -30.5% |
| 6M | -34.6% | +10.0% | -44.6% | -35.2% |
| YTD | +2.9% | +26.8% | -23.9% | -1.0% |
| 1Y | +3.3% | +22.5% | -19.2% | -0.1% |
| 3Y | +153.7% | +5.3% | +148.4% | +149.0% |
| All | +204.5% | +21.5% | +183.0% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling