+1.1%
MDLZ vs NVDL
+2,657.6%
-2,656.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.4% |
| 7D | 0.0% | +7.3% | -7.3% | +0.3% |
| 30D | -1.6% | -0.7% | -0.9% | -1.5% |
| 3M | +0.9% | +9.5% | -8.6% | +1.6% |
| 6M | +7.3% | +41.6% | -34.3% | +9.2% |
| YTD | +16.4% | +23.3% | -6.9% | +18.2% |
| 1Y | +3.0% | +40.3% | -37.3% | +5.1% |
| 3Y | -3.7% | +692.2% | -695.9% | -0.1% |
| All | +1.1% | +2,657.6% | -2,656.5% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling