+6.6%
MDLZ vs CARR
+10.4%
-3.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | +3.5% | -1.2% | +2.1% |
| 30D | +7.9% | +0.4% | +7.6% | +7.9% |
| 3M | +7.3% | -14.1% | +21.3% | +8.2% |
| 6M | +11.7% | -16.7% | +28.4% | +12.5% |
| YTD | +28.7% | +4.2% | +24.5% | +26.9% |
| 1Y | +22.8% | -0.2% | +23.0% | +21.3% |
| 3Y | +6.6% | +10.9% | -4.3% | +6.4% |
| All | +6.6% | +10.4% | -3.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling