+454.2%
MDLZ vs SIRI
-70.4%
+524.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -1.7% | +1.6% | -3.3% | -1.8% |
| 30D | -2.1% | -4.7% | +2.6% | -1.9% |
| 3M | +1.3% | +5.3% | -4.0% | +1.1% |
| 6M | +6.2% | +30.5% | -24.3% | +4.9% |
| YTD | +15.8% | +49.6% | -33.8% | +13.7% |
| 1Y | +4.1% | +28.5% | -24.4% | +2.8% |
| 3Y | -4.1% | -27.5% | +23.4% | -3.9% |
| 5Y | +13.4% | -44.7% | +58.0% | +14.1% |
| 10Y | +75.7% | -12.6% | +88.4% | +73.7% |
| All | +454.2% | -70.4% | +524.6% | +452.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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