+3.2%
MDLZ vs NVD
-60.3%
+63.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | 0.0% | +0.5% | -0.6% | -0.1% |
| 30D | +1.4% | -9.3% | +10.7% | +2.0% |
| 3M | 0.0% | -22.1% | +22.1% | +1.8% |
| 6M | +9.1% | -45.8% | +54.9% | +13.2% |
| YTD | +17.9% | -46.7% | +64.7% | +22.0% |
| 1Y | +3.2% | -59.5% | +62.7% | +8.1% |
| All | +3.2% | -60.3% | +63.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling