+51.1%
NEM vs MDLZ
+22.7%
+28.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +10.0% |
| 7D | +3.7% | +8.9% | -5.2% | +4.3% |
| 30D | +2.0% | +15.2% | -13.2% | +3.1% |
| 3M | +21.1% | +9.5% | +11.6% | +21.9% |
| 6M | +9.5% | +11.7% | -2.2% | +10.2% |
| YTD | +19.1% | +28.4% | -9.4% | +23.9% |
| 1Y | +51.1% | +24.4% | +26.7% | +58.2% |
| All | +51.1% | +22.7% | +28.4% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling