+2.5%
MDLZ vs NVDL
+2,480.8%
-2,478.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | -0.1% |
| 7D | +1.7% | -8.7% | +10.3% | +1.3% |
| 30D | +1.1% | -1.3% | +2.4% | +1.2% |
| 3M | -1.8% | +11.4% | -13.2% | -1.1% |
| 6M | +12.3% | +22.9% | -10.6% | +13.7% |
| YTD | +18.0% | +15.4% | +2.6% | +19.5% |
| 1Y | +3.8% | +18.8% | -14.9% | +5.4% |
| 3Y | -2.4% | +641.4% | -643.8% | +1.1% |
| All | +2.5% | +2,480.8% | -2,478.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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