+3.0%
MDLZ vs SMTC
+166.5%
-163.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +1.2% |
| 7D | 0.0% | +22.9% | -22.9% | +1.5% |
| 30D | -1.6% | +16.6% | -18.2% | -0.3% |
| 3M | +0.9% | +2.4% | -1.5% | +2.6% |
| 6M | +7.3% | +98.3% | -90.9% | +8.8% |
| YTD | +16.4% | +120.7% | -104.2% | +18.5% |
| 1Y | +3.0% | +168.3% | -165.3% | +4.5% |
| All | +3.0% | +166.5% | -163.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling