+17.6%
MDLZ vs NVS
+89.9%
-72.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | 0.0% | -15.4% | +15.3% | +4.8% |
| 30D | +1.4% | -12.3% | +13.8% | +4.9% |
| 3M | 0.0% | -7.8% | +7.8% | +1.5% |
| 6M | +9.1% | -13.0% | +22.1% | +13.0% |
| YTD | +17.9% | +2.8% | +15.2% | +14.9% |
| 1Y | +3.2% | +10.6% | -7.4% | -2.4% |
| 3Y | -2.5% | +55.1% | -57.6% | -19.7% |
| 5Y | +17.6% | +91.7% | -74.1% | -13.1% |
| All | +17.6% | +89.9% | -72.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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