+24.4%
MDLZ vs SAP
-5.6%
+30.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.8% | +3.1% |
| 7D | +8.9% | +1.3% | +7.6% | +8.8% |
| 30D | +15.2% | +15.5% | -0.3% | +14.1% |
| 3M | +9.5% | +22.8% | -13.3% | +8.0% |
| 6M | +11.7% | +42.5% | -30.8% | +8.7% |
| YTD | +28.4% | +0.5% | +27.9% | +26.1% |
| 1Y | +24.4% | -5.9% | +30.4% | +24.7% |
| All | +24.4% | -5.6% | +30.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling