+17.6%
MDLZ vs NSC
+44.1%
-26.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | 0.0% | +3.9% | -3.9% | -1.0% |
| 6M | +9.1% | +7.8% | +1.4% | +7.0% |
| YTD | +17.9% | +13.4% | +4.5% | +14.3% |
| 1Y | +3.2% | +20.3% | -17.1% | -1.3% |
| 3Y | -2.5% | +76.1% | -78.6% | -17.3% |
| 5Y | +17.6% | +45.0% | -27.4% | +3.0% |
| All | +17.6% | +44.1% | -26.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling