+5.8%
MDLZ vs SAN
+235.5%
-229.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.1% |
| 7D | +1.7% | +4.9% | -3.3% | +1.4% |
| 30D | +11.2% | -13.0% | +24.2% | +11.8% |
| 3M | +6.1% | -18.9% | +25.0% | +7.1% |
| 6M | +8.6% | -4.1% | +12.7% | +8.3% |
| YTD | +25.8% | +2.6% | +23.3% | +24.2% |
| 1Y | +21.7% | +16.9% | +4.7% | +18.4% |
| 3Y | +5.8% | +239.1% | -233.2% | -10.1% |
| All | +5.8% | +235.5% | -229.7% | -10.1% |
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