-3.0%
MDLZ vs NVD
-99.1%
+96.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.1% |
| 7D | +1.7% | +9.0% | -7.4% | +1.3% |
| 30D | +1.1% | -5.5% | +6.6% | +1.2% |
| 3M | -1.8% | -24.6% | +22.8% | -0.9% |
| 6M | +12.3% | -42.1% | +54.4% | +14.1% |
| YTD | +18.0% | -44.3% | +62.4% | +19.9% |
| 1Y | +3.8% | -54.2% | +58.0% | +5.9% |
| 3Y | -2.4% | -99.1% | +96.7% | +4.4% |
| All | -3.0% | -99.1% | +96.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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