+1,449.6%
NET vs MDLZ
+34.1%
+1,415.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | -1.7% | -5.2% | -6.6% |
| 30D | -4.8% | -2.1% | -2.7% | -4.4% |
| 3M | +3.8% | +1.3% | +2.5% | +3.0% |
| 6M | +50.0% | +6.2% | +43.8% | +46.1% |
| YTD | +41.5% | +15.8% | +25.7% | +33.3% |
| 1Y | +32.8% | +4.1% | +28.7% | +29.4% |
| 3Y | +335.9% | -4.1% | +340.0% | +325.4% |
| 5Y | +113.8% | +13.4% | +100.5% | +85.5% |
| All | +1,449.6% | +34.1% | +1,415.4% | +1,134.5% |
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