+2.8%
MDLZ vs CART
+37.6%
-34.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | +6.9% | +1.2% | +5.7% | +6.8% |
| 30D | +12.1% | +27.1% | -15.0% | +11.5% |
| 3M | +7.7% | +27.4% | -19.7% | +7.1% |
| 6M | +10.8% | +32.1% | -21.3% | +10.0% |
| YTD | +27.4% | +28.5% | -1.1% | +26.6% |
| 1Y | +23.5% | +58.8% | -35.3% | +21.7% |
| 3Y | +6.2% | +114.8% | -108.6% | +1.6% |
| All | +2.8% | +37.6% | -34.8% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling