+454.2%
MDLZ vs NVS
+914.8%
-460.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.7% | +4.0% | -5.7% | -3.2% |
| 30D | -2.1% | +3.6% | -5.7% | -3.5% |
| 3M | +1.3% | +7.8% | -6.5% | -1.7% |
| 6M | +6.2% | -0.2% | +6.4% | +5.8% |
| YTD | +15.8% | +19.6% | -3.8% | +8.0% |
| 1Y | +4.1% | +28.4% | -24.3% | -5.5% |
| 3Y | -4.1% | +76.2% | -80.3% | -23.0% |
| 5Y | +13.4% | +111.1% | -97.7% | -15.4% |
| 10Y | +75.7% | +224.3% | -148.5% | +13.1% |
| All | +454.2% | +914.8% | -460.5% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling