+404.7%
MDLZ vs SIMO
+3,332.4%
-2,927.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -0.8% |
| 7D | -1.7% | +4.2% | -6.0% | -2.0% |
| 30D | -2.1% | +4.1% | -6.2% | -2.5% |
| 3M | +1.3% | -12.9% | +14.2% | +1.2% |
| 6M | +6.2% | +110.3% | -104.1% | -1.1% |
| YTD | +15.8% | +178.6% | -162.8% | +5.4% |
| 1Y | +4.1% | +220.0% | -215.9% | -6.5% |
| 3Y | -4.1% | +409.0% | -413.1% | -17.8% |
| 5Y | +13.4% | +277.3% | -264.0% | -2.1% |
| 10Y | +75.7% | +506.6% | -430.9% | +41.9% |
| All | +404.7% | +3,332.4% | -2,927.7% | +217.5% |
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