+26.7%
MDLZ vs NVTS
-28.0%
+54.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.1% | +0.3% |
| 7D | -1.0% | +7.9% | -8.9% | -1.0% |
| 30D | +7.9% | +0.8% | +7.1% | +8.0% |
| 3M | +8.9% | -26.0% | +34.9% | +8.9% |
| 6M | +10.5% | -55.5% | +66.0% | +10.5% |
| YTD | +27.1% | +41.0% | -13.9% | +26.3% |
| 1Y | +20.9% | +10.4% | +10.5% | +20.3% |
| 3Y | +5.5% | +60.9% | -55.3% | +4.4% |
| 5Y | +22.2% | -42.8% | +65.0% | +18.3% |
| All | +26.7% | -28.0% | +54.6% | +21.0% |
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