+9.5%
MDLZ vs SMR
+7.6%
+2.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.2% |
| 7D | 0.0% | +13.1% | -13.1% | +0.1% |
| 30D | +1.4% | +17.8% | -16.3% | +1.7% |
| 3M | 0.0% | +8.1% | -8.1% | +0.3% |
| 6M | +9.1% | -11.1% | +20.2% | +9.4% |
| YTD | +17.9% | -23.7% | +41.7% | +18.1% |
| 1Y | +3.2% | -69.4% | +72.6% | +3.0% |
| 3Y | -2.5% | +82.6% | -85.1% | -3.9% |
| All | +9.5% | +7.6% | +2.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling