+51.9%
MDLZ vs SITM
+3,519.6%
-3,467.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.4% | +32.5% | -32.9% | -1.1% |
| 30D | +8.2% | -18.8% | +27.1% | +8.7% |
| 3M | +8.0% | -30.9% | +38.8% | +8.8% |
| 6M | +9.7% | -44.5% | +54.2% | +11.0% |
| YTD | +26.9% | +33.2% | -6.4% | +23.2% |
| 1Y | +20.9% | +53.8% | -32.9% | +16.5% |
| 3Y | +5.3% | +335.7% | -330.4% | -6.8% |
| 5Y | +21.4% | +84.6% | -63.3% | +9.0% |
| All | +51.9% | +3,519.6% | -3,467.7% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling