+79.1%
MDLZ vs NTR
+103.6%
-24.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.5% |
| 30D | -1.6% | +25.2% | -26.8% | -4.8% |
| 3M | +0.9% | +21.0% | -20.1% | -2.0% |
| 6M | +7.3% | +7.6% | -0.3% | +5.6% |
| YTD | +16.4% | +32.9% | -16.4% | +10.7% |
| 1Y | +3.0% | +43.1% | -40.1% | -3.5% |
| 3Y | -3.7% | +41.6% | -45.3% | -10.6% |
| 5Y | +15.6% | +54.8% | -39.2% | -1.8% |
| All | +79.1% | +103.6% | -24.5% | +23.8% |
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