+81.7%
MDLZ vs NLY
+81.8%
-0.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +1.9% | -4.0% | +5.9% | +2.7% |
| 30D | +0.4% | -5.2% | +5.7% | +1.5% |
| 3M | -0.6% | +2.8% | -3.5% | -1.3% |
| 6M | +14.7% | +4.2% | +10.5% | +13.5% |
| YTD | +18.0% | +4.7% | +13.3% | +16.5% |
| 1Y | +4.1% | +12.7% | -8.6% | +1.2% |
| 3Y | -4.6% | +62.5% | -67.1% | -14.8% |
| 5Y | +18.4% | +26.3% | -8.0% | +9.8% |
| All | +81.7% | +81.8% | -0.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling