-8.2%
NVO vs MDLZ
+22.7%
-30.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +4.4% |
| 7D | +10.2% | +8.9% | +1.3% | +8.8% |
| 30D | +12.4% | +15.2% | -2.8% | +10.3% |
| 3M | -3.5% | +9.5% | -13.0% | -4.9% |
| 6M | -3.8% | +11.7% | -15.4% | -5.4% |
| YTD | -13.0% | +28.4% | -41.4% | -16.6% |
| 1Y | -8.2% | +24.4% | -32.6% | -9.3% |
| All | -8.2% | +22.7% | -30.9% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling