+14.2%
MDLZ vs NXT
+246.1%
-231.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.1% |
| 7D | +1.7% | +32.2% | -30.6% | +2.2% |
| 30D | +11.2% | +21.9% | -10.7% | +11.7% |
| 3M | +6.1% | +6.6% | -0.4% | +6.4% |
| 6M | +8.6% | -16.8% | +25.3% | +8.5% |
| YTD | +25.8% | +20.4% | +5.4% | +25.8% |
| 1Y | +21.7% | -1.5% | +23.2% | +21.6% |
| 3Y | +5.8% | +182.4% | -176.6% | +5.0% |
| All | +14.2% | +246.1% | -231.9% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling