+45.4%
NU vs MDLZ
+16.5%
+28.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.2% | +1.7% | -5.9% | -4.5% |
| 30D | +10.0% | +1.1% | +8.9% | +9.8% |
| 3M | +29.3% | -1.8% | +31.1% | +29.5% |
| 6M | +0.9% | +12.3% | -11.4% | -2.3% |
| YTD | -10.3% | +18.0% | -28.3% | -14.7% |
| 1Y | -3.2% | +3.8% | -7.0% | -4.8% |
| 3Y | +120.6% | -2.4% | +123.0% | +115.1% |
| All | +45.4% | +16.5% | +28.9% | +21.0% |
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