+516.3%
MDLZ vs CNI
+2,735.7%
-2,219.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +2.3% | +2.5% | -0.2% | +1.6% |
| 30D | +7.9% | +6.1% | +1.8% | +6.1% |
| 3M | +7.3% | +0.1% | +7.1% | +7.2% |
| 6M | +11.7% | +14.9% | -3.2% | +7.3% |
| YTD | +28.7% | +30.9% | -2.1% | +18.7% |
| 1Y | +22.8% | +33.9% | -11.1% | +12.5% |
| 3Y | +6.6% | +20.2% | -13.6% | -0.5% |
| 5Y | +23.2% | +8.2% | +15.0% | +17.3% |
| 10Y | +108.7% | +142.2% | -33.5% | +55.8% |
| All | +516.3% | +2,735.7% | -2,219.4% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling