+79.0%
MDLZ vs NOC
+187.2%
-108.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | -1.6% | -8.9% | +7.3% | +0.8% |
| 3M | +0.9% | -3.7% | +4.6% | +1.6% |
| 6M | +7.3% | -30.8% | +38.1% | +18.0% |
| YTD | +16.4% | -7.9% | +24.4% | +17.9% |
| 1Y | +3.0% | -9.4% | +12.4% | +4.5% |
| 3Y | -3.7% | +29.0% | -32.7% | -13.3% |
| 5Y | +15.6% | +56.1% | -40.4% | -5.2% |
| 10Y | +79.0% | +186.3% | -107.3% | +19.6% |
| All | +79.0% | +187.2% | -108.2% | +19.6% |
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