+17.3%
MDLZ vs NRG
+194.8%
-177.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | +1.9% | -4.7% | +6.6% | +1.9% |
| 30D | +0.4% | -6.0% | +6.4% | +0.5% |
| 3M | -0.6% | -8.0% | +7.3% | -0.7% |
| 6M | +14.7% | -23.2% | +37.9% | +15.0% |
| YTD | +18.0% | -28.1% | +46.0% | +18.4% |
| 1Y | +4.1% | -27.3% | +31.4% | +4.4% |
| 3Y | -4.6% | +208.7% | -213.2% | -19.1% |
| All | +17.3% | +194.8% | -177.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling