+59.0%
MDLZ vs CARR
+441.9%
-382.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | -2.1% | -8.7% | +6.6% | -1.0% |
| 3M | +1.3% | -12.6% | +13.9% | +2.7% |
| 6M | +6.2% | -1.5% | +7.7% | +5.6% |
| YTD | +15.8% | +14.3% | +1.5% | +12.7% |
| 1Y | +4.1% | -4.6% | +8.7% | +3.7% |
| 3Y | -4.1% | +7.3% | -11.4% | -7.4% |
| 5Y | +13.4% | +11.6% | +1.7% | +5.9% |
| All | +59.0% | +441.9% | -382.9% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling