+104.5%
MDLZ vs NOC
+159.4%
-54.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.4% | +4.5% | -4.9% | -1.6% |
| 30D | +8.2% | +14.1% | -5.8% | +4.3% |
| 3M | +8.0% | -4.5% | +12.4% | +9.0% |
| 6M | +9.7% | -0.8% | +10.5% | +9.4% |
| YTD | +26.9% | -2.5% | +29.4% | +26.2% |
| 1Y | +20.9% | -0.1% | +21.0% | +19.3% |
| 3Y | +5.3% | +24.6% | -19.3% | -3.9% |
| 5Y | +21.4% | +65.6% | -44.2% | -2.1% |
| All | +104.5% | +159.4% | -54.9% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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