+465.0%
MDLZ vs CNQ
+4,725.6%
-4,260.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +1.7% | -0.7% | +2.3% | +1.7% |
| 30D | +1.1% | +6.7% | -5.6% | +0.3% |
| 3M | -1.8% | +12.8% | -14.6% | -3.5% |
| 6M | +12.3% | +13.3% | -1.0% | +10.1% |
| YTD | +18.0% | +53.1% | -35.0% | +11.3% |
| 1Y | +3.8% | +66.1% | -62.2% | -3.3% |
| 3Y | -2.4% | +75.4% | -77.8% | -10.9% |
| 5Y | +18.4% | +288.1% | -269.7% | -4.4% |
| 10Y | +88.1% | +423.6% | -335.5% | +35.7% |
| All | +465.0% | +4,725.6% | -4,260.6% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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