+16.5%
MDLZ vs CNP
+73.1%
-56.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -2.1% | -1.8% | -0.3% | -1.5% |
| 3M | +1.3% | -4.6% | +6.0% | +3.1% |
| 6M | +6.2% | -8.8% | +15.0% | +9.8% |
| YTD | +15.8% | +5.2% | +10.6% | +13.1% |
| 1Y | +4.1% | +8.3% | -4.2% | +0.5% |
| 3Y | -4.1% | +54.9% | -59.0% | -20.4% |
| All | +16.5% | +73.1% | -56.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling