+87.9%
MDLZ vs CNP
+132.2%
-44.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | +1.4% | -0.1% | +1.5% | +1.4% |
| 3M | 0.0% | -5.6% | +5.6% | +2.0% |
| 6M | +9.1% | -7.5% | +16.6% | +12.0% |
| YTD | +17.9% | +5.5% | +12.4% | +15.3% |
| 1Y | +3.2% | +8.3% | -5.1% | -0.1% |
| 3Y | -2.5% | +51.8% | -54.2% | -17.2% |
| 5Y | +17.6% | +69.9% | -52.3% | -4.7% |
| 10Y | +87.9% | +139.9% | -52.0% | +19.7% |
| All | +87.9% | +132.2% | -44.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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