+316.7%
MDLZ vs NDAQ
+2,327.9%
-2,011.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | -2.1% | +2.5% | -4.6% | -2.5% |
| 3M | +1.3% | +9.9% | -8.6% | -0.5% |
| 6M | +6.2% | +9.4% | -3.2% | +4.2% |
| YTD | +15.8% | +0.4% | +15.4% | +15.0% |
| 1Y | +4.1% | +4.0% | +0.1% | +2.6% |
| 3Y | -4.1% | +94.4% | -98.5% | -15.9% |
| 5Y | +13.4% | +56.7% | -43.4% | +2.4% |
| 10Y | +75.7% | +375.3% | -299.6% | +32.5% |
| All | +316.7% | +2,327.9% | -2,011.2% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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