+2,393.1%
NEE vs MDLZ
+453.0%
+1,940.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -0.2% | -1.6% | +1.3% | +0.4% |
| 3M | +0.5% | +0.9% | -0.4% | -0.4% |
| 6M | -6.5% | +7.3% | -13.9% | -10.3% |
| YTD | +6.7% | +16.4% | -9.7% | -1.6% |
| 1Y | +23.6% | +3.0% | +20.6% | +20.4% |
| 3Y | +37.1% | -3.7% | +40.9% | +36.8% |
| 5Y | +10.9% | +15.6% | -4.7% | +1.3% |
| 10Y | +245.4% | +79.0% | +166.4% | +161.3% |
| All | +2,393.1% | +453.0% | +1,940.1% | +1,102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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