-3.9%
MDLZ vs SAN
+339.3%
-343.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.7% | +1.8% | -3.5% | -1.8% |
| 30D | -2.1% | +2.0% | -4.1% | -2.2% |
| 3M | +1.3% | +19.7% | -18.4% | +0.1% |
| 6M | +6.2% | +30.6% | -24.4% | +4.0% |
| YTD | +15.8% | +28.8% | -13.1% | +13.1% |
| 1Y | +4.1% | +57.8% | -53.6% | -0.5% |
| All | -3.9% | +339.3% | -343.2% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling