+20.6%
MDLZ vs NSC
+15.8%
+4.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | +2.2% | -3.4% | +5.6% | +3.2% |
| 30D | +10.1% | +3.6% | +6.5% | +9.2% |
| 3M | +9.1% | -1.4% | +10.5% | +9.4% |
| 6M | +10.0% | +6.0% | +4.0% | +7.8% |
| YTD | +26.8% | +15.5% | +11.3% | +20.7% |
| All | +20.6% | +15.8% | +4.8% | +13.8% |
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