+5.3%
MDLZ vs NSC
+79.0%
-73.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | +2.2% | -3.4% | +5.6% | +2.8% |
| 30D | +10.1% | +3.6% | +6.5% | +9.5% |
| 3M | +9.1% | -1.4% | +10.5% | +9.3% |
| 6M | +10.0% | +6.0% | +4.0% | +8.9% |
| YTD | +26.8% | +15.5% | +11.3% | +23.8% |
| 1Y | +22.5% | +16.2% | +6.3% | +19.5% |
| 3Y | +5.3% | +76.9% | -71.7% | -2.8% |
| All | +5.3% | +79.0% | -73.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling