+457.4%
MDLZ vs NYT
+128.9%
+328.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -1.6% | +7.0% | -8.5% | -2.5% |
| 3M | +0.9% | -7.9% | +8.8% | +1.8% |
| 6M | +7.3% | -15.0% | +22.4% | +9.3% |
| YTD | +16.4% | -1.3% | +17.7% | +16.1% |
| 1Y | +3.0% | +16.9% | -13.9% | +0.2% |
| 3Y | -3.7% | +58.9% | -62.6% | -11.0% |
| 5Y | +15.6% | +40.9% | -25.3% | +7.0% |
| 10Y | +79.0% | +471.8% | -392.8% | +33.4% |
| All | +457.4% | +128.9% | +328.5% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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