+78.0%
MDLZ vs SBAC
+77.5%
+0.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -2.1% | +6.9% | -9.0% | -4.3% |
| 3M | +1.3% | -8.2% | +9.5% | +3.9% |
| 6M | +6.2% | -1.6% | +7.8% | +5.6% |
| YTD | +15.8% | -0.1% | +15.9% | +14.3% |
| 1Y | +4.1% | -0.5% | +4.6% | +2.7% |
| 3Y | -4.1% | -9.1% | +5.0% | -4.2% |
| 5Y | +13.4% | -43.8% | +57.1% | +33.0% |
| All | +78.0% | +77.5% | +0.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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