+70.8%
CDNS vs MDLZ
+18.0%
+52.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.5% | +1.7% | -8.2% | -6.7% |
| 30D | -13.0% | +1.1% | -14.1% | -13.2% |
| 3M | -26.0% | -1.8% | -24.2% | -25.9% |
| 6M | -2.8% | +12.3% | -15.1% | -4.9% |
| YTD | -8.8% | +18.0% | -26.9% | -11.7% |
| 1Y | -15.8% | +3.8% | -19.6% | -16.3% |
| 3Y | +19.7% | -2.4% | +22.1% | +19.0% |
| 5Y | +70.8% | +18.4% | +52.3% | +40.9% |
| All | +70.8% | +18.0% | +52.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 5y: compounded portfolio wealth divided by compounded MDLZ 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…
5y analysis · Full analysis span regression · 6 months rolling