+17.6%
MDLZ vs CARR
+9.5%
+8.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | 0.0% | +0.6% | -0.7% | -0.2% |
| 30D | +1.4% | -8.7% | +10.1% | +2.7% |
| 3M | 0.0% | -18.4% | +18.4% | +2.5% |
| 6M | +9.1% | -0.6% | +9.7% | +8.0% |
| YTD | +17.9% | +10.9% | +7.0% | +14.5% |
| 1Y | +3.2% | -7.3% | +10.5% | +3.0% |
| 3Y | -2.5% | +2.9% | -5.4% | -6.6% |
| 5Y | +17.6% | +9.6% | +7.9% | +5.2% |
| All | +17.6% | +9.5% | +8.1% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling