+507.3%
MDLZ vs NI
+996.8%
-489.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -0.4% | +3.1% | -3.5% | -1.5% |
| 30D | +8.2% | +11.2% | -2.9% | +4.1% |
| 3M | +8.0% | +9.8% | -1.8% | +4.3% |
| 6M | +9.7% | -1.6% | +11.4% | +10.1% |
| YTD | +26.9% | +12.6% | +14.2% | +21.0% |
| 1Y | +20.9% | +7.8% | +13.1% | +17.1% |
| 3Y | +5.3% | +100.5% | -95.2% | -19.6% |
| 5Y | +21.4% | +114.4% | -93.0% | -10.4% |
| 10Y | +105.7% | +193.9% | -88.3% | +32.8% |
| All | +507.3% | +996.8% | -489.5% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling