-4.6%
MDLZ vs NI
+70.0%
-74.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.4% |
| 30D | +1.4% | -0.3% | +1.7% | +1.5% |
| 3M | 0.0% | -9.5% | +9.5% | +2.9% |
| 6M | +9.1% | -10.2% | +19.4% | +12.5% |
| YTD | +17.9% | +1.8% | +16.2% | +16.9% |
| 1Y | +3.2% | +5.7% | -2.4% | +1.2% |
| All | -4.6% | +70.0% | -74.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling