+3,913.9%
CAT vs MDLZ
+502.3%
+3,411.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.5% |
| 7D | -6.3% | +2.2% | -8.5% | -7.2% |
| 30D | -26.8% | +10.1% | -36.9% | -30.1% |
| 3M | -30.0% | +9.1% | -39.1% | -33.0% |
| 6M | -34.6% | +10.0% | -44.6% | -38.4% |
| YTD | +2.9% | +26.8% | -23.9% | -9.5% |
| 1Y | +3.3% | +22.5% | -19.2% | -7.8% |
| 3Y | +153.7% | +5.3% | +148.4% | +135.8% |
| 5Y | +207.3% | +21.4% | +185.8% | +162.9% |
| 10Y | +674.0% | +102.0% | +572.0% | +409.7% |
| All | +3,913.9% | +502.3% | +3,411.5% | +1,394.6% |
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