+507.1%
MDLZ vs NTAP
+1,235.2%
-728.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | -7.8% | +9.9% | +2.9% |
| 30D | +10.1% | -25.8% | +35.9% | +12.9% |
| 3M | +9.1% | -11.2% | +20.3% | +9.8% |
| 6M | +10.0% | +49.9% | -40.0% | +4.5% |
| YTD | +26.8% | +66.9% | -40.0% | +19.0% |
| 1Y | +22.5% | +58.8% | -36.3% | +15.4% |
| 3Y | +5.3% | +140.8% | -135.5% | -6.3% |
| 5Y | +21.4% | +115.0% | -93.5% | +8.5% |
| 10Y | +102.0% | +570.8% | -468.7% | +57.4% |
| All | +507.1% | +1,235.2% | -728.1% | +338.6% |
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