+89.7%
MDLZ vs NTRA
+1,723.2%
-1,633.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -2.1% | +19.5% | -21.6% | -2.9% |
| 3M | +1.3% | +47.8% | -46.4% | -0.5% |
| 6M | +6.2% | +61.6% | -55.4% | +3.7% |
| YTD | +15.8% | +43.3% | -27.5% | +13.5% |
| 1Y | +4.1% | +97.0% | -92.9% | +0.5% |
| 3Y | -4.1% | +424.9% | -429.0% | -12.9% |
| 5Y | +13.4% | +165.2% | -151.8% | +4.4% |
| 10Y | +75.7% | +3,114.3% | -3,038.6% | +39.4% |
| All | +89.7% | +1,723.2% | -1,633.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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