-4.6%
MDLZ vs SHAK
-3.6%
-1.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.5% |
| 7D | 0.0% | -7.2% | +7.2% | +0.2% |
| 30D | +1.4% | -11.8% | +13.3% | +1.8% |
| 3M | 0.0% | +17.2% | -17.1% | -0.4% |
| 6M | +9.1% | -34.1% | +43.3% | +10.0% |
| YTD | +17.9% | -22.4% | +40.3% | +18.3% |
| 1Y | +3.2% | -35.9% | +39.1% | +4.0% |
| All | -4.6% | -3.6% | -1.0% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling