+6.6%
MDLZ vs CNI
+21.4%
-14.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +2.3% | +2.5% | -0.2% | +1.8% |
| 30D | +7.9% | +6.1% | +1.8% | +6.7% |
| 3M | +7.3% | +0.1% | +7.1% | +7.1% |
| 6M | +11.7% | +14.9% | -3.2% | +9.1% |
| YTD | +28.7% | +30.9% | -2.1% | +22.8% |
| 1Y | +22.8% | +33.9% | -11.1% | +16.7% |
| 3Y | +6.6% | +20.2% | -13.6% | +1.6% |
| All | +6.6% | +21.4% | -14.8% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling