-3.7%
MDLZ vs NUE
+59.4%
-63.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | 0.0% | +1.8% | -1.7% | 0.0% |
| 30D | -1.6% | -6.0% | +4.4% | -1.6% |
| 3M | +0.9% | +1.4% | -0.5% | +0.8% |
| 6M | +7.3% | +52.8% | -45.5% | +7.8% |
| YTD | +16.4% | +58.1% | -41.7% | +17.0% |
| 1Y | +3.0% | +80.4% | -77.5% | +3.7% |
| 3Y | -3.7% | +62.3% | -66.0% | -6.3% |
| All | -3.7% | +59.4% | -63.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling