+454.2%
MDLZ vs SMTC
+384.7%
+69.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -0.9% |
| 7D | -1.7% | +12.7% | -14.5% | -2.6% |
| 30D | -2.1% | +22.0% | -24.1% | -3.9% |
| 3M | +1.3% | -12.7% | +14.0% | +1.2% |
| 6M | +6.2% | +64.8% | -58.6% | -0.1% |
| YTD | +15.8% | +100.7% | -84.9% | +6.9% |
| 1Y | +4.1% | +146.9% | -142.8% | -6.0% |
| 3Y | -4.1% | +456.8% | -460.9% | -25.0% |
| 5Y | +13.4% | +89.2% | -75.9% | -2.5% |
| 10Y | +75.7% | +426.9% | -351.1% | +30.2% |
| All | +454.2% | +384.7% | +69.5% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling