+102.0%
MDLZ vs SIMO
+395.4%
-293.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +2.2% | -16.0% | +18.2% | +2.7% |
| 30D | +10.1% | -35.8% | +45.9% | +11.7% |
| 3M | +9.1% | -26.5% | +35.6% | +9.6% |
| 6M | +10.0% | -33.0% | +43.0% | +9.8% |
| YTD | +26.8% | +84.3% | -57.5% | +16.7% |
| 1Y | +22.5% | +82.0% | -59.5% | +12.7% |
| 3Y | +5.3% | +218.5% | -213.2% | -9.2% |
| 5Y | +21.4% | +175.0% | -153.6% | +3.8% |
| 10Y | +102.0% | +407.5% | -305.5% | +47.8% |
| All | +102.0% | +395.4% | -293.4% | +47.8% |
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