-4.6%
MDLZ vs CGNX
+49.8%
-54.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | +1.9% | +3.2% | -1.3% | +1.9% |
| 30D | +0.4% | +6.0% | -5.6% | +0.4% |
| 3M | -0.6% | +3.5% | -4.2% | -0.7% |
| 6M | +14.7% | +26.3% | -11.6% | +13.8% |
| YTD | +18.0% | +79.2% | -61.3% | +15.9% |
| 1Y | +4.1% | +43.8% | -39.7% | +2.7% |
| 3Y | -4.6% | +52.0% | -56.5% | -7.3% |
| All | -4.6% | +49.8% | -54.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling