+516.3%
MDLZ vs NUE
+3,701.2%
-3,184.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +4.9% | +2.0% |
| 7D | +2.3% | +2.8% | -0.5% | +1.9% |
| 30D | +7.9% | -2.1% | +10.0% | +8.1% |
| 3M | +7.3% | -7.3% | +14.6% | +8.1% |
| 6M | +11.7% | +8.9% | +2.8% | +9.7% |
| YTD | +28.7% | +55.6% | -26.9% | +19.4% |
| 1Y | +22.8% | +74.7% | -51.9% | +11.8% |
| 3Y | +6.6% | +71.7% | -65.1% | -4.9% |
| 5Y | +23.2% | +141.2% | -118.0% | +1.0% |
| 10Y | +108.7% | +429.6% | -320.9% | +42.4% |
| All | +516.3% | +3,701.2% | -3,184.9% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling