+15.6%
MDLZ vs SM
+111.2%
-95.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -1.6% | +31.5% | -33.1% | -2.4% |
| 3M | +0.9% | +17.3% | -16.5% | +0.3% |
| 6M | +7.3% | +48.5% | -41.2% | +5.9% |
| YTD | +16.4% | +106.3% | -89.8% | +13.7% |
| 1Y | +3.0% | +47.3% | -44.3% | +1.3% |
| 3Y | -3.7% | -1.4% | -2.3% | -5.2% |
| 5Y | +15.6% | +114.0% | -98.4% | +11.8% |
| All | +15.6% | +111.2% | -95.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling