+18.3%
MDLZ vs SHAK
-25.9%
+44.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.6% |
| 7D | 0.0% | -7.2% | +7.2% | +0.3% |
| 30D | +1.4% | -11.8% | +13.3% | +2.0% |
| 3M | 0.0% | +17.2% | -17.1% | -0.8% |
| 6M | +9.1% | -34.1% | +43.3% | +10.7% |
| YTD | +17.9% | -22.4% | +40.3% | +18.6% |
| 1Y | +3.2% | -35.9% | +39.1% | +4.6% |
| 3Y | -2.5% | -3.4% | +0.9% | -6.0% |
| All | +18.3% | -25.9% | +44.2% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling