+17.6%
MDLZ vs NUE
+147.3%
-129.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | 0.0% | -2.3% | +2.2% | +0.1% |
| 30D | +1.4% | -6.1% | +7.5% | +1.7% |
| 3M | 0.0% | +1.7% | -1.6% | -0.2% |
| 6M | +9.1% | +53.1% | -43.9% | +6.5% |
| YTD | +17.9% | +59.0% | -41.1% | +14.8% |
| 1Y | +3.2% | +85.3% | -82.1% | -0.4% |
| 3Y | -2.5% | +63.2% | -65.7% | -5.9% |
| 5Y | +17.6% | +146.8% | -129.2% | +7.9% |
| All | +17.6% | +147.3% | -129.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling