+5.7%
MDLZ vs NXT
+181.9%
-176.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.6% |
| 7D | 0.0% | +2.9% | -2.8% | +0.1% |
| 30D | -1.6% | -17.2% | +15.7% | -1.9% |
| 3M | +0.9% | -32.0% | +32.9% | +0.4% |
| 6M | +7.3% | -15.8% | +23.1% | +6.8% |
| YTD | +16.4% | -1.9% | +18.4% | +15.9% |
| 1Y | +3.0% | +22.5% | -19.5% | +2.3% |
| 3Y | -3.7% | +100.5% | -104.3% | -5.4% |
| All | +5.7% | +181.9% | -176.2% | +5.2% |
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