+24.4%
MDLZ vs NTAP
+66.6%
-42.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.3% |
| 7D | +8.9% | -16.1% | +25.0% | +7.1% |
| 30D | +15.2% | -15.9% | +31.1% | +13.4% |
| 3M | +9.5% | -1.2% | +10.7% | +9.2% |
| 6M | +11.7% | +70.1% | -58.4% | +13.5% |
| YTD | +28.4% | +77.9% | -49.5% | +30.7% |
| 1Y | +24.4% | +68.1% | -43.7% | +26.4% |
| All | +24.4% | +66.6% | -42.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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