+22.2%
MDLZ vs SMTC
+28.0%
-5.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.8% | -12.2% | +0.8% |
| 7D | +0.1% | -4.8% | +4.9% | +0.1% |
| 30D | +10.0% | -37.8% | +47.8% | +9.6% |
| 3M | +7.1% | -16.5% | +23.5% | +6.9% |
| 6M | +9.8% | -4.4% | +14.2% | +9.3% |
| YTD | +26.6% | +58.0% | -31.4% | +25.0% |
| 1Y | +20.3% | +62.0% | -41.7% | +18.7% |
| 3Y | +5.4% | +745.7% | -740.3% | -6.8% |
| 5Y | +22.2% | +29.0% | -6.8% | +20.1% |
| All | +22.2% | +28.0% | -5.8% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling