+78.1%
MDLZ vs SAP
+177.1%
-99.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.7% | -2.9% | +1.2% | -1.1% |
| 30D | -2.1% | +9.0% | -11.1% | -4.1% |
| 3M | +1.3% | +14.9% | -13.6% | -2.3% |
| 6M | +6.2% | +11.9% | -5.7% | +2.6% |
| YTD | +15.8% | -9.9% | +25.7% | +17.2% |
| 1Y | +4.1% | -19.5% | +23.7% | +8.3% |
| 3Y | -4.1% | +61.8% | -65.9% | -20.7% |
| 5Y | +13.4% | +56.2% | -42.8% | -7.2% |
| All | +78.1% | +177.1% | -99.0% | +4.6% |
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