+507.1%
MDLZ vs NOC
+2,206.8%
-1,699.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +10.1% | +14.1% | -4.0% | +5.9% |
| 3M | +9.1% | -4.6% | +13.7% | +10.2% |
| 6M | +10.0% | +0.7% | +9.2% | +9.1% |
| YTD | +26.8% | -2.6% | +29.5% | +26.3% |
| 1Y | +22.5% | -1.0% | +23.5% | +21.3% |
| 3Y | +5.3% | +24.5% | -19.2% | -3.9% |
| 5Y | +21.4% | +64.3% | -42.9% | -0.6% |
| 10Y | +102.0% | +162.8% | -60.7% | +39.2% |
| All | +507.1% | +2,206.8% | -1,699.6% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling