+27.0%
NFLX vs MDLZ
+18.0%
+8.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -8.1% | +1.7% | -9.7% | -8.4% |
| 30D | +1.6% | +1.1% | +0.5% | +1.3% |
| 3M | -7.3% | -1.8% | -5.5% | -7.0% |
| 6M | -21.6% | +12.3% | -33.9% | -23.9% |
| YTD | -18.9% | +18.0% | -37.0% | -22.4% |
| 1Y | -39.1% | +3.8% | -42.9% | -39.9% |
| 3Y | +71.7% | -2.4% | +74.1% | +68.5% |
| 5Y | +27.0% | +18.4% | +8.5% | +6.1% |
| All | +27.0% | +18.0% | +8.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling