+464.6%
MDLZ vs NTRS
+399.5%
+65.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | +1.4% | -1.2% | +2.7% | +1.7% |
| 3M | 0.0% | +8.8% | -8.7% | -2.1% |
| 6M | +9.1% | +34.7% | -25.5% | +1.5% |
| YTD | +17.9% | +37.2% | -19.3% | +8.9% |
| 1Y | +3.2% | +46.3% | -43.1% | -6.3% |
| 3Y | -2.5% | +163.2% | -165.7% | -24.4% |
| 5Y | +17.6% | +86.9% | -69.3% | -3.0% |
| 10Y | +87.9% | +250.9% | -163.0% | +28.1% |
| All | +464.6% | +399.5% | +65.0% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling