-4.6%
MDLZ vs NOC
+28.0%
-32.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | -1.6% | +1.5% | +0.2% |
| 30D | +1.4% | -10.4% | +11.8% | +3.3% |
| 3M | 0.0% | -5.6% | +5.6% | +0.8% |
| 6M | +9.1% | -30.4% | +39.5% | +15.9% |
| YTD | +17.9% | -8.5% | +26.4% | +18.6% |
| 1Y | +3.2% | -8.3% | +11.6% | +3.7% |
| All | -4.6% | +28.0% | -32.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling