+1,945.9%
NOW vs MDLZ
+260.9%
+1,685.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -27.4% | +8.2% | -35.6% | -30.0% |
| 3M | -19.4% | +8.0% | -27.4% | -22.3% |
| 6M | +13.1% | +9.7% | +3.4% | +8.0% |
| YTD | -34.3% | +26.9% | -61.2% | -42.0% |
| 1Y | -41.8% | +20.9% | -62.7% | -47.5% |
| 3Y | -20.7% | +5.3% | -26.0% | -26.3% |
| 5Y | -27.2% | +21.4% | -48.6% | -38.3% |
| 10Y | +509.1% | +105.7% | +403.4% | +298.1% |
| All | +1,945.9% | +260.9% | +1,685.1% | +1,096.5% |
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