+107.0%
MDLZ vs NVT
+492.6%
-385.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.1% |
| 7D | -0.4% | +17.4% | -17.8% | -1.7% |
| 30D | +8.2% | -28.4% | +36.6% | +10.8% |
| 3M | +8.0% | -32.4% | +40.4% | +10.9% |
| 6M | +9.7% | -32.2% | +41.9% | +12.1% |
| YTD | +26.9% | +14.0% | +12.9% | +20.5% |
| 1Y | +20.9% | +4.3% | +16.6% | +16.0% |
| 3Y | +5.3% | +131.7% | -126.4% | -14.9% |
| 5Y | +21.4% | +232.4% | -211.0% | -11.5% |
| All | +107.0% | +492.6% | -385.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling