+115.1%
NOK vs MDLZ
+17.7%
+97.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.8% |
| 7D | +11.0% | +1.9% | +9.1% | +10.6% |
| 30D | +7.8% | +0.4% | +7.4% | +7.7% |
| 3M | -21.0% | -0.6% | -20.4% | -21.1% |
| 6M | +40.9% | +14.7% | +26.2% | +34.4% |
| YTD | +72.0% | +18.0% | +54.0% | +61.7% |
| 1Y | +140.9% | +4.1% | +136.8% | +135.6% |
| 3Y | +194.3% | -4.6% | +198.8% | +194.9% |
| All | +115.1% | +17.7% | +97.5% | +84.7% |
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 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