+22.5%
MDLZ vs SAP
-5.5%
+28.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +2.2% | +1.5% | +0.7% | +2.1% |
| 30D | +10.1% | +8.8% | +1.3% | +9.6% |
| 3M | +9.1% | +12.1% | -3.0% | +8.3% |
| 6M | +10.0% | +34.6% | -24.6% | +7.2% |
| YTD | +26.8% | -2.1% | +28.9% | +25.0% |
| 1Y | +22.5% | -5.5% | +28.0% | +22.2% |
| All | +22.5% | -5.5% | +28.0% | +22.2% |
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