+21.7%
MDLZ vs CART
+60.1%
-38.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +1.7% | +3.0% | -1.3% | +1.8% |
| 30D | +11.2% | +28.6% | -17.4% | +11.9% |
| 3M | +6.1% | +29.1% | -22.9% | +7.0% |
| 6M | +8.6% | +44.7% | -36.2% | +10.0% |
| YTD | +25.8% | +29.2% | -3.4% | +25.8% |
| 1Y | +21.7% | +66.2% | -44.5% | +15.7% |
| All | +21.7% | +60.1% | -38.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling