+3.8%
MDLZ vs SHAK
-37.3%
+41.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +1.7% | -11.0% | +12.6% | +2.1% |
| 30D | +1.1% | -14.0% | +15.1% | +1.7% |
| 3M | -1.8% | +13.3% | -15.1% | -2.1% |
| 6M | +12.3% | -35.3% | +47.6% | +13.1% |
| YTD | +18.0% | -24.0% | +42.0% | +18.7% |
| 1Y | +3.8% | -36.7% | +40.5% | +3.2% |
| All | +3.8% | -37.3% | +41.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling