+506.2%
MDLZ vs NSC
+2,540.6%
-2,034.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | +0.1% | -5.4% | +5.4% | +1.4% |
| 30D | +10.0% | +2.9% | +7.0% | +9.3% |
| 3M | +7.1% | -2.2% | +9.2% | +7.6% |
| 6M | +9.8% | +5.3% | +4.5% | +8.3% |
| YTD | +26.6% | +14.8% | +11.9% | +22.3% |
| 1Y | +20.3% | +16.6% | +3.8% | +15.8% |
| 3Y | +5.4% | +78.6% | -73.2% | -9.5% |
| 5Y | +22.2% | +27.2% | -5.0% | +12.5% |
| 10Y | +92.2% | +302.5% | -210.4% | +34.2% |
| All | +506.2% | +2,540.6% | -2,034.3% | +207.9% |
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