+794.4%
NEM vs MDLZ
+460.1%
+334.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +10.0% | +1.4% | +8.5% | +9.6% |
| 3M | +30.9% | 0.0% | +30.9% | +30.4% |
| 6M | +10.5% | +9.1% | +1.4% | +7.8% |
| YTD | +29.7% | +17.9% | +11.8% | +24.2% |
| 1Y | +71.1% | +3.2% | +67.9% | +68.6% |
| 3Y | +252.1% | -2.5% | +254.6% | +248.9% |
| 5Y | +157.7% | +17.6% | +140.1% | +143.8% |
| 10Y | +319.4% | +87.9% | +231.4% | +256.2% |
| All | +794.4% | +460.1% | +334.3% | +510.0% |
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