+36.4%
NOK vs MDLZ
+9.1%
+27.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +1.7% |
| 7D | +9.3% | 0.0% | +9.4% | +9.3% |
| 30D | +17.9% | +1.4% | +16.4% | +18.7% |
| 3M | -22.3% | 0.0% | -22.3% | -19.1% |
| 6M | +36.4% | +9.1% | +27.2% | +31.8% |
| All | +36.4% | +9.1% | +27.3% | +31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling