+101.1%
MDLZ vs SE
+366.0%
-264.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.5% |
| 30D | +11.2% | -20.0% | +31.2% | +12.5% |
| 3M | +6.1% | -31.8% | +37.9% | +8.2% |
| 6M | +8.6% | -15.9% | +24.4% | +9.1% |
| YTD | +25.8% | -40.6% | +66.5% | +28.6% |
| 1Y | +21.7% | -50.7% | +72.4% | +25.6% |
| 3Y | +5.8% | +70.3% | -64.5% | -0.7% |
| 5Y | +21.4% | -78.8% | +100.2% | +27.9% |
| All | +101.1% | +366.0% | -264.9% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling