+2.2%
MDLZ vs CART
+39.2%
-37.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | +10.0% | +22.4% | -12.4% | +9.5% |
| 3M | +7.1% | +16.5% | -9.5% | +6.7% |
| 6M | +9.8% | +44.9% | -35.1% | +8.9% |
| YTD | +26.6% | +30.0% | -3.3% | +25.9% |
| 1Y | +20.3% | +59.1% | -38.7% | +18.6% |
| 3Y | +5.4% | +138.8% | -133.4% | 0.0% |
| All | +2.2% | +39.2% | -37.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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