+179.5%
MDLZ vs SFM
+40.3%
+139.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.7% |
| 7D | +1.7% | -1.2% | +2.9% | +1.7% |
| 30D | +11.2% | -24.8% | +35.9% | +13.7% |
| 3M | +6.1% | -43.7% | +49.8% | +11.3% |
| 6M | +8.6% | -37.3% | +45.8% | +12.5% |
| YTD | +25.8% | -38.4% | +64.2% | +30.2% |
| 1Y | +21.7% | -36.9% | +58.6% | +25.5% |
| 3Y | +5.8% | +20.7% | -14.9% | -2.1% |
| 5Y | +21.4% | +103.5% | -82.1% | +3.7% |
| 10Y | +97.2% | +139.7% | -42.5% | +60.3% |
| All | +179.5% | +40.3% | +139.2% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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