+332.7%
CAT vs MDLZ
+17.0%
+315.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +2.9% | 0.0% | +3.0% | +2.9% |
| 30D | -2.6% | +1.4% | -4.1% | -2.8% |
| 3M | -10.7% | 0.0% | -10.7% | -10.8% |
| 6M | +16.1% | +9.1% | +7.0% | +14.0% |
| YTD | +43.2% | +17.9% | +25.3% | +38.4% |
| 1Y | +96.8% | +3.2% | +93.6% | +94.8% |
| 3Y | +201.4% | -2.5% | +203.8% | +197.6% |
| 5Y | +332.7% | +17.6% | +315.1% | +284.5% |
| All | +332.7% | +17.0% | +315.7% | +284.5% |
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