+81.7%
MDLZ vs NTRS
+259.9%
-178.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +1.9% | +1.4% | +0.5% | +1.6% |
| 30D | +0.4% | -0.7% | +1.1% | +0.5% |
| 3M | -0.6% | +11.3% | -11.9% | -3.1% |
| 6M | +14.7% | +35.5% | -20.8% | +6.7% |
| YTD | +18.0% | +40.6% | -22.6% | +8.4% |
| 1Y | +4.1% | +49.2% | -45.1% | -5.8% |
| 3Y | -4.6% | +167.2% | -171.8% | -27.0% |
| 5Y | +18.4% | +94.9% | -76.6% | -3.5% |
| All | +81.7% | +259.9% | -178.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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