-4.6%
MDLZ vs NRG
+203.5%
-208.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | 0.0% |
| 7D | +1.9% | -4.7% | +6.6% | +1.7% |
| 30D | +0.4% | -6.0% | +6.4% | +0.2% |
| 3M | -0.6% | -8.0% | +7.3% | -0.9% |
| 6M | +14.7% | -23.2% | +37.9% | +13.9% |
| YTD | +18.0% | -28.1% | +46.0% | +17.0% |
| 1Y | +4.1% | -27.3% | +31.4% | +3.5% |
| 3Y | -4.6% | +208.7% | -213.2% | -3.6% |
| All | -4.6% | +203.5% | -208.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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