+508.6%
MDLZ vs NOC
+2,216.6%
-1,708.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.0% | +4.9% | -5.9% | -2.3% |
| 30D | +7.9% | +13.6% | -5.7% | +3.9% |
| 3M | +8.9% | -3.9% | +12.8% | +9.8% |
| 6M | +10.5% | +1.4% | +9.1% | +9.4% |
| YTD | +27.1% | -2.2% | +29.3% | +26.4% |
| 1Y | +20.9% | -1.2% | +22.1% | +19.8% |
| 3Y | +5.5% | +25.0% | -19.5% | -3.8% |
| 5Y | +22.2% | +66.0% | -43.8% | -0.3% |
| 10Y | +106.1% | +161.4% | -55.3% | +42.2% |
| All | +508.6% | +2,216.6% | -1,708.0% | +149.6% |
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 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