+102.0%
MDLZ vs SAP
+222.2%
-120.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +10.1% | +8.8% | +1.3% | +8.1% |
| 3M | +9.1% | +12.1% | -3.0% | +6.2% |
| 6M | +10.0% | +34.6% | -24.6% | +2.1% |
| YTD | +26.8% | -2.1% | +28.9% | +25.9% |
| 1Y | +22.5% | -5.5% | +28.0% | +22.7% |
| 3Y | +5.3% | +67.4% | -62.2% | -12.9% |
| 5Y | +21.4% | +74.6% | -53.1% | -2.9% |
| 10Y | +102.0% | +224.0% | -122.0% | +13.5% |
| All | +102.0% | +222.2% | -120.2% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling