+157.1%
MDLZ vs SFM
+132.6%
+24.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.5% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -2.1% | -4.4% | +2.3% | -1.8% |
| 3M | +1.3% | +1.5% | -0.2% | +0.9% |
| 6M | +6.2% | +6.5% | -0.3% | +5.1% |
| YTD | +15.8% | +2.2% | +13.6% | +14.8% |
| 1Y | +4.1% | -41.9% | +46.0% | +8.6% |
| 3Y | -4.1% | +106.8% | -110.8% | -15.3% |
| 5Y | +13.4% | +231.6% | -218.2% | -7.0% |
| 10Y | +75.7% | +258.4% | -182.7% | +37.9% |
| All | +157.1% | +132.6% | +24.6% | +106.8% |
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