+516.3%
MDLZ vs SCCO
+23,417.0%
-22,900.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +1.8% |
| 7D | +2.3% | -1.9% | +4.2% | +2.5% |
| 30D | +7.9% | -17.4% | +25.4% | +10.3% |
| 3M | +7.3% | -11.7% | +18.9% | +8.4% |
| 6M | +11.7% | -12.1% | +23.8% | +12.2% |
| YTD | +28.7% | +20.9% | +7.9% | +23.1% |
| 1Y | +22.8% | +31.3% | -8.6% | +16.0% |
| 3Y | +6.6% | +170.3% | -163.7% | -10.8% |
| 5Y | +23.2% | +240.8% | -217.6% | -1.9% |
| 10Y | +108.7% | +683.6% | -574.9% | +42.3% |
| All | +516.3% | +23,417.0% | -22,900.7% | +188.2% |
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