+506.2%
MDLZ vs SBAC
+908.1%
-401.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +0.1% | +3.0% | -2.9% | -0.2% |
| 30D | +10.0% | +4.3% | +5.7% | +9.6% |
| 3M | +7.1% | +4.1% | +2.9% | +6.6% |
| 6M | +9.8% | -11.6% | +21.4% | +10.8% |
| YTD | +26.6% | +0.4% | +26.3% | +26.2% |
| 1Y | +20.3% | -1.1% | +21.4% | +20.0% |
| 3Y | +5.4% | -7.3% | +12.7% | +5.4% |
| 5Y | +22.2% | -40.8% | +63.0% | +26.2% |
| 10Y | +92.2% | +103.0% | -10.8% | +82.6% |
| All | +506.2% | +908.1% | -401.8% | +431.2% |
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