+432.9%
MDLZ vs CNC
+5,537.6%
-5,104.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -1.7% | +3.5% | -5.3% | -2.2% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +1.3% | +6.9% | -5.6% | +0.3% |
| 6M | +6.2% | +49.0% | -42.8% | +0.5% |
| YTD | +15.8% | +62.9% | -47.1% | +8.1% |
| 1Y | +4.1% | +134.0% | -129.9% | -7.6% |
| 3Y | -4.1% | +9.4% | -13.5% | -9.0% |
| 5Y | +13.4% | +4.1% | +9.2% | +7.4% |
| 10Y | +75.7% | +95.4% | -19.7% | +50.6% |
| All | +432.9% | +5,537.6% | -5,104.6% | +241.6% |
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 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