+16.5%
MDLZ vs NOC
+53.6%
-37.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | -1.7% | -5.2% | +3.4% | -0.9% |
| 30D | -2.1% | -7.2% | +5.1% | -0.9% |
| 3M | +1.3% | -5.1% | +6.4% | +2.1% |
| 6M | +6.2% | -31.1% | +37.3% | +12.8% |
| YTD | +15.8% | -8.6% | +24.4% | +16.8% |
| 1Y | +4.1% | -9.7% | +13.8% | +5.1% |
| 3Y | -4.1% | +24.3% | -28.4% | -9.1% |
| All | +16.5% | +53.6% | -37.1% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling