+454.2%
MDLZ vs SCCO
+28,105.5%
-27,651.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -5.3% | +3.5% | -1.1% |
| 30D | -2.1% | +2.7% | -4.8% | -2.6% |
| 3M | +1.3% | +4.2% | -2.9% | +0.1% |
| 6M | +6.2% | -0.6% | +6.8% | +5.1% |
| YTD | +15.8% | +45.0% | -29.2% | +8.6% |
| 1Y | +4.1% | +109.3% | -105.2% | -7.3% |
| 3Y | -4.1% | +180.8% | -184.9% | -19.6% |
| 5Y | +13.4% | +314.3% | -300.9% | -11.8% |
| 10Y | +75.7% | +1,083.3% | -1,007.6% | +13.7% |
| All | +454.2% | +28,105.5% | -27,651.2% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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