+22.2%
MDLZ vs SIMO
+154.7%
-132.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.1% |
| 7D | +1.7% | -22.0% | +23.7% | +1.4% |
| 30D | +11.2% | -43.0% | +54.2% | +10.9% |
| 3M | +6.1% | -39.1% | +45.3% | +5.8% |
| 6M | +8.6% | -33.3% | +41.8% | +7.6% |
| YTD | +25.8% | +77.0% | -51.1% | +21.3% |
| 1Y | +21.7% | +73.0% | -51.3% | +17.3% |
| 3Y | +5.8% | +215.7% | -209.9% | -1.2% |
| All | +22.2% | +154.7% | -132.5% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling