+3.2%
MDLZ vs NSC
+19.4%
-16.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | +1.4% | -3.2% | +4.6% | +2.3% |
| 3M | 0.0% | +3.9% | -3.9% | -1.2% |
| 6M | +9.1% | +7.8% | +1.4% | +6.0% |
| YTD | +17.9% | +13.4% | +4.5% | +12.9% |
| 1Y | +3.2% | +20.3% | -17.1% | -1.8% |
| All | +3.2% | +19.4% | -16.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling