+5.8%
MDLZ vs SAP
+75.3%
-69.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | +1.7% | -0.7% | +2.3% | +1.7% |
| 30D | +11.2% | +11.1% | +0.1% | +10.5% |
| 3M | +6.1% | +17.0% | -10.9% | +5.2% |
| 6M | +8.6% | +34.8% | -26.3% | +6.4% |
| YTD | +25.8% | -2.2% | +28.1% | +25.0% |
| 1Y | +21.7% | -6.4% | +28.1% | +21.1% |
| 3Y | +5.8% | +75.1% | -69.3% | +3.2% |
| All | +5.8% | +75.3% | -69.5% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling