+81.5%
MDLZ vs NTR
+98.7%
-17.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.4% |
| 7D | +1.7% | -2.5% | +4.1% | +2.0% |
| 30D | +1.1% | +17.0% | -15.9% | -1.2% |
| 3M | -1.8% | +22.2% | -24.0% | -4.8% |
| 6M | +12.3% | +5.2% | +7.1% | +10.9% |
| YTD | +18.0% | +29.7% | -11.6% | +12.6% |
| 1Y | +3.8% | +39.4% | -35.6% | -2.3% |
| 3Y | -2.4% | +38.2% | -40.6% | -9.1% |
| 5Y | +18.4% | +47.6% | -29.2% | +1.6% |
| All | +81.5% | +98.7% | -17.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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