+92.2%
MDLZ vs SIMO
+434.7%
-342.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | +0.4% |
| 7D | +0.1% | -8.5% | +8.5% | +0.3% |
| 30D | +10.0% | -34.8% | +44.8% | +11.5% |
| 3M | +7.1% | -32.8% | +39.9% | +8.0% |
| 6M | +9.8% | -32.0% | +41.8% | +9.6% |
| YTD | +26.6% | +87.0% | -60.4% | +16.4% |
| 1Y | +20.3% | +86.1% | -65.8% | +10.6% |
| 3Y | +5.4% | +226.4% | -221.0% | -9.3% |
| 5Y | +22.2% | +172.1% | -149.9% | +4.6% |
| 10Y | +92.2% | +408.0% | -315.9% | +39.0% |
| All | +92.2% | +434.7% | -342.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling