+516.3%
MDLZ vs NVMI
+5,128.0%
-4,611.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.6% |
| 7D | +2.3% | +1.5% | +0.8% | +2.2% |
| 30D | +7.9% | -4.1% | +12.0% | +8.0% |
| 3M | +7.3% | -22.8% | +30.0% | +8.1% |
| 6M | +11.7% | -36.9% | +48.6% | +12.9% |
| YTD | +28.7% | -3.2% | +32.0% | +27.6% |
| 1Y | +22.8% | +7.1% | +15.7% | +21.1% |
| 3Y | +6.6% | +181.5% | -174.9% | -0.8% |
| 5Y | +23.2% | +141.2% | -118.0% | +14.6% |
| 10Y | +108.7% | +2,463.4% | -2,354.7% | +75.0% |
| All | +516.3% | +5,128.0% | -4,611.7% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling