+177.4%
MDLZ vs NWSA
+127.4%
+49.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.7% | -1.9% | +0.1% | -1.3% |
| 30D | -2.1% | +4.6% | -6.7% | -3.2% |
| 3M | +1.3% | +13.2% | -11.9% | -1.6% |
| 6M | +6.2% | +27.0% | -20.8% | +0.3% |
| YTD | +15.8% | +16.8% | -1.0% | +11.2% |
| 1Y | +4.1% | +4.5% | -0.4% | +2.4% |
| 3Y | -4.1% | +46.2% | -50.3% | -14.0% |
| 5Y | +13.4% | +40.9% | -27.6% | +0.3% |
| 10Y | +75.7% | +145.1% | -69.4% | +24.2% |
| All | +177.4% | +127.4% | +49.9% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling