+24.4%
MDLZ vs SITM
+47.5%
-23.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.4% | +12.8% | +2.9% |
| 7D | +8.9% | -19.5% | +28.4% | +7.6% |
| 30D | +15.2% | -43.2% | +58.4% | +12.2% |
| 3M | +9.5% | -30.8% | +40.3% | +7.8% |
| 6M | +11.7% | -28.6% | +40.3% | +9.3% |
| YTD | +28.4% | +14.2% | +14.3% | +24.2% |
| 1Y | +24.4% | +44.4% | -20.0% | +19.2% |
| All | +24.4% | +47.5% | -23.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling