+506.2%
MDLZ vs CNP
+272.7%
+233.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | +0.1% | -4.3% | +4.4% | +0.8% |
| 30D | +10.0% | +5.7% | +4.3% | +8.9% |
| 3M | +7.1% | +0.9% | +6.1% | +6.8% |
| 6M | +9.8% | -1.1% | +10.9% | +9.9% |
| YTD | +26.6% | +8.3% | +18.4% | +24.8% |
| 1Y | +20.3% | +5.9% | +14.4% | +19.0% |
| 3Y | +5.4% | +64.6% | -59.2% | -3.4% |
| 5Y | +22.2% | +74.6% | -52.4% | +10.9% |
| 10Y | +92.2% | +139.8% | -47.7% | +62.7% |
| All | +506.2% | +272.7% | +233.6% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling