+20.6%
MDLZ vs SBAC
-2.2%
+22.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.2% | +3.6% | -1.5% | +1.4% |
| 30D | +10.1% | +4.9% | +5.2% | +9.0% |
| 3M | +9.1% | +6.5% | +2.6% | +7.4% |
| 6M | +10.0% | -11.1% | +21.1% | +11.5% |
| YTD | +26.8% | +0.9% | +25.9% | +28.0% |
| All | +20.6% | -2.2% | +22.8% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling