+1,157.7%
CDNS vs MDLZ
+453.0%
+704.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -9.2% | 0.0% | -9.3% | -9.3% |
| 30D | -16.3% | -1.6% | -14.7% | -15.8% |
| 3M | -27.9% | +0.9% | -28.8% | -28.9% |
| 6M | -4.3% | +7.3% | -11.7% | -8.9% |
| YTD | -9.1% | +16.4% | -25.6% | -17.2% |
| 1Y | -21.2% | +3.0% | -24.2% | -24.1% |
| 3Y | +19.4% | -3.7% | +23.1% | +14.8% |
| 5Y | +71.6% | +15.6% | +56.0% | +48.4% |
| 10Y | +1,005.1% | +79.0% | +926.1% | +654.0% |
| All | +1,157.7% | +453.0% | +704.7% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling