+92.2%
MDLZ vs SAN
+267.2%
-175.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -0.4% |
| 7D | +0.1% | +8.7% | -8.6% | -1.3% |
| 30D | +10.0% | -6.5% | +16.5% | +11.0% |
| 3M | +7.1% | -14.2% | +21.2% | +9.5% |
| 6M | +9.8% | +2.7% | +7.1% | +8.5% |
| YTD | +26.6% | +8.9% | +17.8% | +23.1% |
| 1Y | +20.3% | +23.4% | -3.1% | +14.2% |
| 3Y | +5.4% | +257.9% | -252.5% | -19.7% |
| 5Y | +22.2% | +297.8% | -275.5% | -11.2% |
| 10Y | +92.2% | +259.6% | -167.4% | +33.6% |
| All | +92.2% | +267.2% | -175.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling