-4.6%
MDLZ vs CNC
-2.4%
-2.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | 0.0% | -4.9% | +4.8% | +0.2% |
| 30D | +1.4% | -3.8% | +5.2% | +1.6% |
| 3M | 0.0% | -3.2% | +3.3% | +0.1% |
| 6M | +9.1% | +47.9% | -38.7% | +7.1% |
| YTD | +17.9% | +55.7% | -37.7% | +15.5% |
| 1Y | +3.2% | +106.2% | -103.0% | +0.2% |
| All | -4.6% | -2.4% | -2.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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