+454.2%
MDLZ vs CNP
+262.3%
+192.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -2.1% | -1.8% | -0.3% | -1.8% |
| 3M | +1.3% | -4.6% | +6.0% | +2.1% |
| 6M | +6.2% | -8.8% | +15.0% | +7.8% |
| YTD | +15.8% | +5.2% | +10.6% | +14.7% |
| 1Y | +4.1% | +8.3% | -4.2% | +2.6% |
| 3Y | -4.1% | +54.9% | -59.0% | -11.2% |
| 5Y | +13.4% | +73.5% | -60.1% | +3.0% |
| 10Y | +75.7% | +139.1% | -63.4% | +49.1% |
| All | +454.2% | +262.3% | +192.0% | +360.6% |
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