+22.2%
MDLZ vs NVT
+243.7%
-221.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | +0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -0.9% |
| 30D | +7.9% | -28.2% | +36.1% | +7.3% |
| 3M | +8.9% | -30.1% | +39.0% | +8.3% |
| 6M | +10.5% | -32.5% | +43.0% | +10.1% |
| YTD | +27.1% | +15.2% | +11.9% | +24.3% |
| 1Y | +20.9% | +7.2% | +13.7% | +18.5% |
| 3Y | +5.5% | +134.2% | -128.7% | -6.8% |
| 5Y | +22.2% | +238.3% | -216.1% | -4.9% |
| All | +22.2% | +243.7% | -221.5% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling