+2.4%
MDLZ vs SM
+41.6%
-39.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.1% | +26.3% | -28.4% | -3.4% |
| 3M | +1.3% | +8.7% | -7.4% | +0.4% |
| 6M | +6.2% | +51.7% | -45.5% | +2.6% |
| YTD | +15.8% | +99.0% | -83.3% | +8.5% |
| All | +2.4% | +41.6% | -39.2% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling