+21.7%
MDLZ vs NXT
-5.9%
+27.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -0.9% |
| 7D | +1.7% | +32.2% | -30.6% | +3.4% |
| 30D | +11.2% | +21.9% | -10.7% | +12.6% |
| 3M | +6.1% | +6.6% | -0.4% | +6.7% |
| 6M | +8.6% | -16.8% | +25.3% | +7.9% |
| YTD | +25.8% | +20.4% | +5.4% | +24.8% |
| 1Y | +21.7% | -1.5% | +23.2% | +21.8% |
| All | +21.7% | -5.9% | +27.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling