-74.7%
NKE vs MDLZ
+17.7%
-92.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | +1.9% | -6.1% | -5.0% |
| 30D | -8.2% | +0.4% | -8.6% | -8.3% |
| 3M | -19.1% | -0.6% | -18.5% | -19.0% |
| 6M | -32.6% | +14.7% | -47.4% | -37.0% |
| YTD | -40.7% | +18.0% | -58.7% | -45.8% |
| 1Y | -48.9% | +4.1% | -53.0% | -50.3% |
| 3Y | -59.2% | -4.6% | -54.7% | -59.2% |
| All | -74.7% | +17.7% | -92.4% | -78.9% |
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