-6.5%
MDLZ vs CART
+21.6%
-28.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.7% | +1.0% | -2.8% | -1.8% |
| 30D | -2.1% | +12.6% | -14.7% | -2.4% |
| 3M | +1.3% | +23.1% | -21.8% | +0.8% |
| 6M | +6.2% | +39.5% | -33.3% | +5.3% |
| YTD | +15.8% | +13.5% | +2.2% | +15.4% |
| 1Y | +4.1% | +14.9% | -10.7% | +3.6% |
| All | -6.5% | +21.6% | -28.1% | -9.5% |
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