+90.0%
MDLZ vs SM
+8.2%
+81.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | +1.7% | -25.9% | +27.6% | +2.6% |
| 30D | +11.2% | -15.1% | +26.3% | +11.7% |
| 3M | +6.1% | +4.9% | +1.3% | +5.8% |
| 6M | +8.6% | +6.1% | +2.4% | +8.0% |
| YTD | +25.8% | +63.4% | -37.6% | +23.3% |
| 1Y | +21.7% | +72.5% | -50.8% | +18.9% |
| 3Y | +5.8% | -16.9% | +22.7% | +5.0% |
| 5Y | +21.4% | -10.6% | +32.1% | +19.0% |
| All | +90.0% | +8.2% | +81.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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