+6.6%
MDLZ vs SM
-3.9%
+10.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.3% | +9.4% | -7.1% | +2.2% |
| 30D | +7.9% | -14.4% | +22.3% | +8.1% |
| 3M | +7.3% | +1.6% | +5.7% | +7.0% |
| 6M | +11.7% | +6.3% | +5.3% | +11.2% |
| YTD | +28.7% | +78.8% | -50.0% | +26.9% |
| 1Y | +22.8% | +83.1% | -60.4% | +21.0% |
| 3Y | +6.6% | -5.9% | +12.5% | +3.1% |
| All | +6.6% | -3.9% | +10.5% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling