+302.3%
NEM vs MDLZ
+86.5%
+215.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.0% | +1.9% | -2.9% | -1.5% |
| 30D | +7.8% | +0.4% | +7.4% | +7.6% |
| 3M | +30.2% | -0.6% | +30.8% | +29.9% |
| 6M | +9.6% | +14.7% | -5.1% | +4.6% |
| YTD | +27.8% | +18.0% | +9.8% | +20.8% |
| 1Y | +60.7% | +4.1% | +56.6% | +57.3% |
| 3Y | +245.3% | -4.6% | +249.9% | +244.0% |
| 5Y | +155.3% | +18.4% | +137.0% | +134.8% |
| All | +302.3% | +86.5% | +215.8% | +224.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling