+3,289.7%
NVO vs MDLZ
+460.3%
+2,829.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | +1.9% | -9.5% | -8.2% |
| 30D | -6.0% | +0.4% | -6.4% | -6.2% |
| 3M | -0.8% | -0.6% | -0.1% | -0.8% |
| 6M | +16.5% | +14.7% | +1.7% | +10.9% |
| YTD | -11.1% | +18.0% | -29.1% | -16.6% |
| 1Y | -16.7% | +4.1% | -20.8% | -18.6% |
| 3Y | -52.9% | -4.6% | -48.3% | -53.1% |
| 5Y | -3.0% | +18.4% | -21.3% | -10.7% |
| 10Y | +147.1% | +88.0% | +59.1% | +91.4% |
| All | +3,289.7% | +460.3% | +2,829.5% | +1,734.0% |
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