+454.2%
MDLZ vs NI
+884.4%
-430.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -1.7% | +2.0% | -3.8% | -2.5% |
| 30D | -2.1% | -3.5% | +1.4% | -0.9% |
| 3M | +1.3% | -9.1% | +10.4% | +4.7% |
| 6M | +6.2% | -11.8% | +18.0% | +10.9% |
| YTD | +15.8% | +1.1% | +14.7% | +14.9% |
| 1Y | +4.1% | +6.7% | -2.6% | +1.2% |
| 3Y | -4.1% | +71.1% | -75.2% | -22.5% |
| 5Y | +13.4% | +94.3% | -80.9% | -13.3% |
| 10Y | +75.7% | +135.8% | -60.0% | +22.5% |
| All | +454.2% | +884.4% | -430.1% | +128.0% |
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