+106.1%
MDLZ vs SBAC
+109.8%
-3.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -1.0% | -2.8% | +1.8% | -0.1% |
| 30D | +7.9% | +3.1% | +4.8% | +6.8% |
| 3M | +8.9% | +5.1% | +3.8% | +6.8% |
| 6M | +10.5% | -11.4% | +21.9% | +14.1% |
| YTD | +27.1% | +0.2% | +26.9% | +25.0% |
| 1Y | +20.9% | -3.9% | +24.8% | +20.6% |
| 3Y | +5.5% | -7.7% | +13.2% | +5.0% |
| 5Y | +22.2% | -39.7% | +62.0% | +38.7% |
| 10Y | +106.1% | +111.9% | -5.8% | +43.9% |
| All | +106.1% | +109.8% | -3.7% | +43.9% |
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