+23.0%
MDLZ vs NVMI
+140.3%
-117.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.4% |
| 7D | +2.3% | +1.5% | +0.8% | +2.4% |
| 30D | +7.9% | -4.1% | +12.0% | +7.9% |
| 3M | +7.3% | -22.8% | +30.0% | +6.9% |
| 6M | +11.7% | -36.9% | +48.6% | +11.1% |
| YTD | +28.7% | -3.2% | +32.0% | +27.5% |
| 1Y | +22.8% | +7.1% | +15.7% | +21.5% |
| 3Y | +6.6% | +181.5% | -174.9% | -1.9% |
| All | +23.0% | +140.3% | -117.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling