+22.2%
MDLZ vs NI
+111.3%
-89.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | +7.9% | +11.2% | -3.3% | +3.9% |
| 3M | +8.9% | +9.2% | -0.2% | +5.4% |
| 6M | +10.5% | -1.8% | +12.3% | +11.0% |
| YTD | +27.1% | +12.0% | +15.1% | +21.4% |
| 1Y | +20.9% | +6.4% | +14.5% | +17.7% |
| 3Y | +5.5% | +99.4% | -93.8% | -21.1% |
| 5Y | +22.2% | +113.1% | -90.9% | -15.3% |
| All | +22.2% | +111.3% | -89.1% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling