+98.0%
MDLZ vs NTR
+81.1%
+16.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +7.9% | +2.0% | +6.0% | +7.6% |
| 3M | +7.3% | +6.4% | +0.9% | +6.2% |
| 6M | +11.7% | +1.6% | +10.1% | +11.2% |
| YTD | +28.7% | +18.2% | +10.5% | +24.5% |
| 1Y | +22.8% | +23.9% | -1.2% | +17.7% |
| 3Y | +6.6% | +44.7% | -38.1% | -1.7% |
| 5Y | +23.2% | +21.3% | +1.9% | +10.5% |
| All | +98.0% | +81.1% | +16.9% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling