+15.6%
MDLZ vs NTAP
+135.7%
-120.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | 0.0% | +3.3% | -3.2% | 0.0% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +0.9% | +11.4% | -10.5% | +0.6% |
| 6M | +7.3% | +88.7% | -81.3% | +4.0% |
| YTD | +16.4% | +78.9% | -62.5% | +13.1% |
| 1Y | +3.0% | +58.8% | -55.9% | +0.6% |
| 3Y | -3.7% | +153.5% | -157.3% | -11.9% |
| 5Y | +15.6% | +136.7% | -121.1% | +3.9% |
| All | +15.6% | +135.7% | -120.1% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling