+20.6%
NXPI vs MDLZ
+17.7%
+2.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +3.9% | +1.9% | +2.0% | +3.3% |
| 30D | +1.4% | +0.4% | +1.0% | +1.2% |
| 3M | -21.5% | -0.6% | -20.9% | -21.7% |
| 6M | +19.4% | +14.7% | +4.7% | +13.2% |
| YTD | +9.9% | +18.0% | -8.0% | +2.7% |
| 1Y | +7.9% | +4.1% | +3.8% | +5.3% |
| 3Y | +22.7% | -4.6% | +27.3% | +21.7% |
| All | +20.6% | +17.7% | +2.9% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling