+23.0%
MDLZ vs SAP
+79.5%
-56.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +7.9% | +6.5% | +1.4% | +7.0% |
| 3M | +7.3% | +12.2% | -5.0% | +5.5% |
| 6M | +11.7% | +46.1% | -34.4% | +5.7% |
| YTD | +28.7% | -1.6% | +30.4% | +28.4% |
| 1Y | +22.8% | -5.1% | +27.9% | +23.1% |
| 3Y | +6.6% | +68.4% | -61.8% | -8.0% |
| All | +23.0% | +79.5% | -56.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling