+16.5%
MDLZ vs SE
-68.6%
+85.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -1.7% | -6.1% | +4.4% | -1.6% |
| 30D | -2.1% | -2.5% | +0.3% | -2.1% |
| 3M | +1.3% | +21.7% | -20.4% | +0.6% |
| 6M | +6.2% | +27.0% | -20.8% | +5.2% |
| YTD | +15.8% | -12.1% | +27.9% | +15.9% |
| 1Y | +4.1% | -40.9% | +45.0% | +5.5% |
| 3Y | -4.1% | +191.0% | -195.1% | -9.6% |
| All | +16.5% | -68.6% | +85.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling