+17.5%
MDLZ vs NVTS
-17.0%
+34.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.3% |
| 7D | 0.0% | +3.5% | -3.5% | 0.0% |
| 30D | +1.4% | -11.9% | +13.4% | +1.4% |
| 3M | 0.0% | -49.2% | +49.3% | +0.1% |
| 6M | +9.1% | +38.4% | -29.3% | +8.6% |
| YTD | +17.9% | +62.5% | -44.5% | +17.2% |
| 1Y | +3.2% | +101.4% | -98.2% | +2.2% |
| 3Y | -2.5% | +40.4% | -42.9% | -2.9% |
| All | +17.5% | -17.0% | +34.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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