+454.2%
MDLZ vs SM
+279.7%
+174.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +1.3% | +8.7% | -7.4% | +0.6% |
| 6M | +6.2% | +51.7% | -45.5% | +3.1% |
| YTD | +15.8% | +99.0% | -83.3% | +10.5% |
| 1Y | +4.1% | +34.6% | -30.5% | +1.5% |
| 3Y | -4.1% | -7.8% | +3.7% | -5.7% |
| 5Y | +13.4% | +104.8% | -91.4% | +3.8% |
| 10Y | +75.7% | +7.2% | +68.5% | +45.2% |
| All | +454.2% | +279.7% | +174.6% | +247.5% |
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