-3.7%
MDLZ vs NVT
+193.5%
-197.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.9% |
| 7D | 0.0% | +10.4% | -10.3% | +0.9% |
| 30D | -1.6% | -1.3% | -0.3% | -1.6% |
| 3M | +0.9% | -0.6% | +1.5% | +1.4% |
| 6M | +7.3% | +53.8% | -46.4% | +9.9% |
| YTD | +16.4% | +60.2% | -43.7% | +19.6% |
| 1Y | +3.0% | +76.8% | -73.8% | +6.3% |
| 3Y | -3.7% | +191.2% | -195.0% | -3.3% |
| All | -3.7% | +193.5% | -197.3% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling