+22.2%
MDLZ vs SITM
+102.3%
-80.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | +0.3% |
| 7D | -1.0% | +17.2% | -18.2% | -0.9% |
| 30D | +7.9% | -17.1% | +25.1% | +8.0% |
| 3M | +8.9% | -29.2% | +38.1% | +9.0% |
| 6M | +10.5% | -47.6% | +58.1% | +11.1% |
| YTD | +27.1% | +33.8% | -6.7% | +25.4% |
| 1Y | +20.9% | +54.1% | -33.2% | +18.9% |
| 3Y | +5.5% | +337.6% | -332.0% | -1.2% |
| 5Y | +22.2% | +89.7% | -67.5% | +13.9% |
| All | +22.2% | +102.3% | -80.0% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling