+6.6%
MDLZ vs SE
+65.6%
-59.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.5% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | +7.9% | -20.9% | +28.9% | +8.0% |
| 3M | +7.3% | -38.9% | +46.1% | +7.3% |
| 6M | +11.7% | -19.4% | +31.1% | +11.6% |
| YTD | +28.7% | -40.9% | +69.7% | +28.6% |
| 1Y | +22.8% | -46.2% | +69.0% | +22.8% |
| 3Y | +6.6% | +63.7% | -57.1% | +3.5% |
| All | +6.6% | +65.6% | -59.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 3y: compounded portfolio wealth divided by compounded SE 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…
3y analysis · Full analysis span regression · 6 months rolling