+87.9%
MDLZ vs NTAP
+581.2%
-493.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | +1.4% | -7.0% | +8.5% | +2.3% |
| 3M | 0.0% | +12.3% | -12.3% | -1.7% |
| 6M | +9.1% | +85.1% | -76.0% | -0.5% |
| YTD | +17.9% | +74.8% | -56.8% | +8.1% |
| 1Y | +3.2% | +52.7% | -49.4% | -3.6% |
| 3Y | -2.5% | +147.7% | -150.1% | -18.2% |
| 5Y | +17.6% | +124.8% | -107.2% | -1.0% |
| 10Y | +87.9% | +589.7% | -501.8% | +12.5% |
| All | +87.9% | +581.2% | -493.2% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling