+21.3%
NOK vs MDLZ
+22.7%
-1.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -0.4% |
| 7D | -10.4% | +8.9% | -19.3% | -5.2% |
| 30D | -19.0% | +15.2% | -34.2% | -11.9% |
| 3M | -16.7% | +9.5% | -26.2% | -11.3% |
| 6M | -37.1% | +11.7% | -48.8% | -31.6% |
| YTD | +27.7% | +28.4% | -0.8% | +43.1% |
| 1Y | +21.3% | +24.4% | -3.1% | +34.7% |
| All | +21.3% | +22.7% | -1.4% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling