-1.0%
MDLZ vs SN
+673.1%
-674.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +3.5% | -4.5% | -1.1% |
| 30D | +7.9% | +19.4% | -11.5% | +7.3% |
| 3M | +8.9% | +20.9% | -12.0% | +8.2% |
| 6M | +10.5% | +111.1% | -100.6% | +7.7% |
| YTD | +27.1% | +102.8% | -75.7% | +23.9% |
| 1Y | +20.9% | +146.2% | -125.3% | +17.2% |
| 3Y | +5.5% | +441.4% | -435.9% | -2.3% |
| All | -1.0% | +673.1% | -674.1% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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