+492.6%
MDLZ vs CNC
+5,893.3%
-5,400.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.3% |
| 7D | +2.3% | +2.2% | +0.1% | +2.0% |
| 30D | +7.9% | +1.6% | +6.4% | +7.6% |
| 3M | +7.3% | +7.9% | -0.7% | +6.1% |
| 6M | +11.7% | +21.2% | -9.5% | +8.6% |
| YTD | +28.7% | +73.2% | -44.5% | +19.1% |
| 1Y | +22.8% | +97.5% | -74.7% | +11.7% |
| 3Y | +6.6% | -1.2% | +7.8% | +2.6% |
| 5Y | +23.2% | -6.1% | +29.2% | +18.3% |
| 10Y | +108.7% | +181.3% | -72.5% | +71.9% |
| All | +492.6% | +5,893.3% | -5,400.7% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling