+23.0%
MDLZ vs NTR
+19.8%
+3.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +7.9% | +2.0% | +6.0% | +7.8% |
| 3M | +7.3% | +6.4% | +0.9% | +6.9% |
| 6M | +11.7% | +1.6% | +10.1% | +11.5% |
| YTD | +28.7% | +18.2% | +10.5% | +27.0% |
| 1Y | +22.8% | +23.9% | -1.2% | +20.7% |
| 3Y | +6.6% | +44.7% | -38.1% | +3.3% |
| All | +23.0% | +19.8% | +3.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling