+6.6%
MDLZ vs SMTC
+698.5%
-691.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +1.3% |
| 7D | +2.3% | +11.0% | -8.7% | +2.8% |
| 30D | +7.9% | -28.5% | +36.4% | +6.9% |
| 3M | +7.3% | -14.2% | +21.5% | +7.1% |
| 6M | +11.7% | -18.0% | +29.7% | +11.7% |
| YTD | +28.7% | +55.5% | -26.8% | +29.9% |
| 1Y | +22.8% | +69.5% | -46.8% | +24.1% |
| 3Y | +6.6% | +699.7% | -693.1% | +5.1% |
| All | +6.6% | +698.5% | -691.9% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling