+11.8%
MDLZ vs NVDL
+1,259.0%
-1,247.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.3% |
| 7D | +2.3% | -24.8% | +27.1% | +1.2% |
| 30D | +7.9% | -48.0% | +56.0% | +5.4% |
| 3M | +7.3% | -51.5% | +58.8% | +4.6% |
| 6M | +11.7% | -54.9% | +66.6% | +9.2% |
| YTD | +28.7% | -39.2% | +68.0% | +27.4% |
| 1Y | +22.8% | -41.1% | +63.9% | +21.5% |
| 3Y | +6.6% | +262.9% | -256.3% | +8.0% |
| All | +11.8% | +1,259.0% | -1,247.2% | +8.4% |
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