+457.4%
MDLZ vs NTAP
+1,331.7%
-874.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | 0.0% | +3.3% | -3.2% | -0.3% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +0.9% | +11.4% | -10.5% | -0.4% |
| 6M | +7.3% | +88.7% | -81.3% | +0.1% |
| YTD | +16.4% | +78.9% | -62.5% | +9.0% |
| 1Y | +3.0% | +58.8% | -55.9% | -2.6% |
| 3Y | -3.7% | +153.5% | -157.3% | -14.4% |
| 5Y | +15.6% | +136.7% | -121.1% | +2.8% |
| 10Y | +79.0% | +590.2% | -511.2% | +39.7% |
| All | +457.4% | +1,331.7% | -874.3% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling