+506.2%
MDLZ vs SM
+203.2%
+303.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.8% |
| 7D | +0.1% | -22.3% | +22.4% | +1.4% |
| 30D | +10.0% | -21.4% | +31.3% | +11.3% |
| 3M | +7.1% | +1.4% | +5.7% | +6.6% |
| 6M | +9.8% | +0.1% | +9.7% | +9.2% |
| YTD | +26.6% | +59.0% | -32.3% | +22.2% |
| 1Y | +20.3% | +64.3% | -44.0% | +15.8% |
| 3Y | +5.4% | -13.1% | +18.5% | +3.8% |
| 5Y | +22.2% | -13.9% | +36.1% | +18.1% |
| 10Y | +92.2% | +1.7% | +90.5% | +58.4% |
| All | +506.2% | +203.2% | +303.0% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling