+85.6%
MDLZ vs NWSA
+144.9%
-59.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.0% |
| 7D | 0.0% | -2.6% | +2.7% | +0.6% |
| 30D | -1.6% | +4.6% | -6.1% | -2.5% |
| 3M | +0.9% | +10.2% | -9.3% | -1.3% |
| 6M | +7.3% | +21.6% | -14.3% | +2.7% |
| YTD | +16.4% | +14.6% | +1.8% | +12.6% |
| 1Y | +3.0% | +0.4% | +2.6% | +2.3% |
| 3Y | -3.7% | +45.0% | -48.7% | -12.8% |
| 5Y | +15.6% | +41.3% | -25.7% | +3.0% |
| All | +85.6% | +144.9% | -59.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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