+107.4%
MDLZ vs NVT
+498.9%
-391.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | -0.1% |
| 7D | -1.0% | +3.5% | -4.5% | -1.4% |
| 30D | +7.9% | -28.2% | +36.1% | +10.5% |
| 3M | +8.9% | -30.1% | +39.0% | +11.5% |
| 6M | +10.5% | -32.5% | +43.0% | +13.0% |
| YTD | +27.1% | +15.2% | +11.9% | +20.6% |
| 1Y | +20.9% | +7.2% | +13.7% | +15.7% |
| 3Y | +5.5% | +134.2% | -128.7% | -14.8% |
| 5Y | +22.2% | +238.3% | -216.1% | -11.1% |
| All | +107.4% | +498.9% | -391.5% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling