+24.4%
MDLZ vs NVMI
-11.6%
+36.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.2% |
| 7D | +8.9% | -11.8% | +20.7% | +7.5% |
| 30D | +15.2% | -24.8% | +40.0% | +12.3% |
| 3M | +9.5% | -28.6% | +38.1% | +6.4% |
| 6M | +11.7% | -40.0% | +51.7% | +7.2% |
| YTD | +28.4% | -10.1% | +38.5% | +22.5% |
| 1Y | +24.4% | -9.8% | +34.2% | +18.5% |
| All | +24.4% | -11.6% | +36.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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