+448.5%
MDLZ vs SIMO
+2,080.4%
-1,631.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.4% |
| 7D | +1.7% | -22.0% | +23.7% | +2.9% |
| 30D | +11.2% | -43.0% | +54.2% | +14.3% |
| 3M | +6.1% | -39.1% | +45.3% | +8.3% |
| 6M | +8.6% | -33.3% | +41.8% | +9.0% |
| YTD | +25.8% | +77.0% | -51.1% | +16.8% |
| 1Y | +21.7% | +73.0% | -51.3% | +13.0% |
| 3Y | +5.8% | +215.7% | -209.9% | -7.3% |
| 5Y | +21.4% | +155.6% | -134.2% | +6.4% |
| 10Y | +97.2% | +388.4% | -291.1% | +60.0% |
| All | +448.5% | +2,080.4% | -1,631.9% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling