+5,475.5%
CAT vs MDLZ
+449.8%
+5,025.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | -1.7% | +3.4% | +2.5% |
| 30D | -6.6% | -2.1% | -4.5% | -5.9% |
| 3M | -13.3% | +1.3% | -14.6% | -15.0% |
| 6M | +11.6% | +6.2% | +5.4% | +7.0% |
| YTD | +42.9% | +15.8% | +27.2% | +31.4% |
| 1Y | +95.4% | +4.1% | +91.3% | +87.4% |
| 3Y | +196.6% | -4.1% | +200.7% | +187.8% |
| 5Y | +321.7% | +13.4% | +308.3% | +272.5% |
| 10Y | +1,140.8% | +75.7% | +1,065.0% | +768.6% |
| All | +5,475.5% | +449.8% | +5,025.7% | +2,069.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling