+62.1%
MDLZ vs CARR
+414.1%
-352.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.4% |
| 7D | +1.7% | -4.1% | +5.8% | +2.2% |
| 30D | +1.1% | -11.0% | +12.1% | +2.5% |
| 3M | -1.8% | -16.4% | +14.5% | 0.0% |
| 6M | +12.3% | -2.4% | +14.7% | +11.7% |
| YTD | +18.0% | +8.4% | +9.6% | +15.6% |
| 1Y | +3.8% | -8.0% | +11.8% | +3.8% |
| 3Y | -2.4% | +0.6% | -3.0% | -5.0% |
| 5Y | +18.4% | +7.7% | +10.7% | +11.1% |
| All | +62.1% | +414.1% | -352.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling