+81.8%
MDLZ vs CNI
+136.1%
-54.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +1.1% | -3.5% | +4.7% | +2.3% |
| 3M | -1.8% | +2.2% | -4.1% | -2.6% |
| 6M | +12.3% | +15.1% | -2.8% | +6.7% |
| YTD | +18.0% | +24.7% | -6.6% | +8.7% |
| 1Y | +3.8% | +33.4% | -29.6% | -6.7% |
| 3Y | -2.4% | +19.5% | -21.9% | -10.6% |
| 5Y | +18.4% | +12.6% | +5.9% | +8.9% |
| All | +81.8% | +136.1% | -54.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling