+464.6%
MDLZ vs CGNX
+1,033.6%
-569.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | +3.2% | -3.3% | -0.4% |
| 30D | +1.4% | -3.7% | +5.2% | +1.8% |
| 3M | 0.0% | +1.0% | -1.0% | -0.8% |
| 6M | +9.1% | +22.1% | -12.9% | +5.3% |
| YTD | +17.9% | +72.7% | -54.7% | +7.8% |
| 1Y | +3.2% | +40.4% | -37.2% | -3.6% |
| 3Y | -2.5% | +45.2% | -47.7% | -11.5% |
| 5Y | +17.6% | -26.7% | +44.2% | +15.2% |
| 10Y | +87.9% | +178.5% | -90.6% | +47.4% |
| All | +464.6% | +1,033.6% | -569.0% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling