+454.2%
MDLZ vs SBAC
+903.2%
-449.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.7% |
| 30D | -2.1% | +6.9% | -9.0% | -2.7% |
| 3M | +1.3% | -8.2% | +9.5% | +2.0% |
| 6M | +6.2% | -1.6% | +7.8% | +6.1% |
| YTD | +15.8% | -0.1% | +15.9% | +15.5% |
| 1Y | +4.1% | -0.5% | +4.6% | +3.8% |
| 3Y | -4.1% | -9.1% | +5.0% | -3.9% |
| 5Y | +13.4% | -43.8% | +57.1% | +17.6% |
| 10Y | +75.7% | +80.5% | -4.8% | +68.3% |
| All | +454.2% | +903.2% | -449.0% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling