+4.5%
MDLZ vs NVD
-98.7%
+103.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.5% |
| 7D | -1.0% | +27.3% | -28.3% | -2.3% |
| 30D | +7.9% | +59.9% | -52.0% | +5.4% |
| 3M | +8.9% | +39.4% | -30.5% | +6.8% |
| 6M | +10.5% | +27.6% | -17.1% | +8.6% |
| YTD | +27.1% | -17.9% | +45.0% | +26.5% |
| 1Y | +20.9% | -14.5% | +35.4% | +20.1% |
| 3Y | +5.5% | -98.6% | +104.1% | +10.6% |
| All | +4.5% | -98.7% | +103.2% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling