-7.3%
NOK vs MDLZ
+460.1%
-467.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.5% |
| 7D | +9.3% | 0.0% | +9.4% | +9.4% |
| 30D | +17.9% | +1.4% | +16.4% | +16.9% |
| 3M | -22.3% | 0.0% | -22.3% | -23.5% |
| 6M | +36.4% | +9.1% | +27.2% | +28.5% |
| YTD | +66.3% | +17.9% | +48.4% | +50.0% |
| 1Y | +134.4% | +3.2% | +131.2% | +124.4% |
| 3Y | +186.6% | -2.5% | +189.1% | +176.9% |
| 5Y | +102.7% | +17.6% | +85.1% | +76.3% |
| 10Y | +129.8% | +87.9% | +41.9% | +52.0% |
| All | -7.3% | +460.1% | -467.4% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling