+203.9%
MDLZ vs NWSA
+97.3%
+106.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +8.2% | -11.3% | +19.6% | +11.0% |
| 3M | +8.0% | -8.1% | +16.1% | +9.7% |
| 6M | +9.7% | -0.7% | +10.4% | +9.4% |
| YTD | +26.9% | +1.3% | +25.5% | +25.5% |
| 1Y | +20.9% | -1.3% | +22.2% | +20.3% |
| 3Y | +5.3% | +28.4% | -23.1% | -2.8% |
| 5Y | +21.4% | +15.3% | +6.1% | +12.5% |
| 10Y | +105.7% | +142.7% | -37.0% | +44.4% |
| All | +203.9% | +97.3% | +106.7% | +124.7% |
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