+454.2%
MDLZ vs NSC
+2,559.1%
-2,104.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.7% | -5.5% | +3.8% | -0.5% |
| 30D | -2.1% | -3.2% | +1.1% | -1.4% |
| 3M | +1.3% | +7.7% | -6.4% | -0.5% |
| 6M | +6.2% | +4.5% | +1.7% | +4.9% |
| YTD | +15.8% | +15.6% | +0.2% | +11.7% |
| 1Y | +4.1% | +19.8% | -15.7% | -0.5% |
| 3Y | -4.1% | +70.1% | -74.2% | -16.8% |
| 5Y | +13.4% | +46.1% | -32.8% | +1.0% |
| 10Y | +75.7% | +328.1% | -252.3% | +21.1% |
| All | +454.2% | +2,559.1% | -2,104.9% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling